Showing results 1 to 2 of 2
Large-scale financial planning via a partially observable stochastic dual dynamic programming framework Lee, Jinkyu; Kwon, Do-Gyun; Lee, Yongjae; Kim, Jang Ho; Kim, Woo Chang, QUANTITATIVE FINANCE, v.23, no.9, pp.1341 - 1360, 2023-08 |
Value function gradient learning for large-scale multistage stochastic programming problems Lee, Jinkyu; Bae, Sanghyeon; Kim, Woo Chang; Lee, Yongjae, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, v.308, no.1, pp.321 - 335, 2023-07 |
Discover