2 citations · 4 across the 6 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…
cs.MS2018
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…
cs.MS2018★ 2 cited
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…