5 citations · 10 across the 4 of their papers we have counts for
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math.OC2017★ 2 cited
Evaluation of the Rate of Convergence in the PIA
Jun Maeda, Saul D. Jacka
Folklore says that Howard's Policy Improvement Algorithm converges extraordinarily fast, even for controlled diffusion settings. In a previous paper, we proved that approximations…
q-fin.MF2017★ 1 cited
An Optimal Stopping Problem Modeling Technical Analysis
Jun Maeda, Saul D. Jacka
We present a solution to an optimal stopping problem for a process with a wide-class of novel dynamics. The dynamics model the support/resistance line concept from financial techni…