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researcher

M. Vellekoop

7 papers hereh-index 12721 citations57 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • last author7

Across the 7 of 7 papers where every author was matched, so the position is known.

fields
  • q-fin.CP2
  • stat.AP2
  • math.OC1
  • math.ST1
  • q-fin.PR1
same name
  • M. Vellekoop — 1 paper, h 2
  • M. Vellekoop — 1 paper, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20092026
most citedPlant Performance in Precision Horticulture: Optimal climate control under stochastic uncertainty

1 citations · 1 across the 6 of their papers we have counts for

collaborators
Showing q-fin.PRShow all

1 paper · 1 filter

q-fin.PR2018

Exact Solutions for Optimal Investment Strategies and Indifference Prices under Non-Differentiable Preferences

Marcellino Gaudenzi, Michel Vellekoop

We propose an algorithm to calculate the exact solution for utility optimization problems on finite state spaces under a class of non-differentiable preferences. We prove that opti…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.