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20162018
most citedrlsm: R package for least squares Monte Carlo

2 citations · 4 across the 6 of their papers we have counts for

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math.OC2017★ 1 cited

Convex function approximations for Markov decision processes

Jeremy Yee

This paper studies function approximation for finite horizon discrete time Markov decision processes under certain convexity assumptions. Uniform convergence of these approximation…

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…