most citedrlsm: R package for least squares Monte Carlo

2 citations · 2 across the 3 of their papers we have counts for

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math.OC2018

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…

math.OC2017

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…