2 citations · 2 across the 3 of their papers we have counts for
4 papers
Value iteration for approximate dynamic programming under convexity
Jeremy Yee
This paper studies value iteration for infinite horizon contracting Markov decision processes under convexity assumptions and when the state space is uncountable. The original valu…
rcss: Subgradient and duality approach for dynamic programming
Juri Hinz, Jeremy Yee
This short paper gives an introduction to the \emph{rcss} package. The R package \emph{rcss} provides users with a tool to approximate the value functions in the Bellman recursion…
rlsm: R package for least squares Monte Carlo
Jeremy Yee
This short paper briefly describes the implementation of the least squares Monte Carlo method in the rlsm package. This package provides users with an easy manner to experiment wit…
Optimal Forward Trading and Battery Control Under Renewable Electricity Generation
Juri Hinz, Jeremy Yee
The increased market penetration of renewable energy sources and the rapid development of electric battery storage technologies yield a potential for reducing electricity price vol…