|
|
Approches variationnelles et autres contributions en optimisation stochastique
Cyrille Strugarek
Mathématiques [math]. Ecole des Ponts ParisTech, 2006. Français. ⟨NNT : ⟩
Theses
pastel-00001848v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Stability of Multistage Stochastic Programs
Holger Heitsch
,
Werner Römisch
,
Cyrille Strugarek
Journal articles
hal-00977507v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
A Stochastic Gradient Type Algorithm for Closed Loop Problems
Kengy Barty
,
Jean-Sébastien Roy
,
Cyrille Strugarek
Stochastic Programming E-Print Series (SPEPS), 2005, 2005 (14)
Journal articles
hal-00983337v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Temporal difference learning with kernels for pricing american-style options
Kengy Barty
,
Jean-Sébastien Roy
,
Cyrille Strugarek
Optimization Online, 2005
Journal articles
hal-00983326v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
On the Fortet-Mourier metric for the stability of Stochastic Optimization Problems, an example
Cyrille Strugarek
Stochastic Programming E-Print Series (SPEPS), 2004, 2004 (25)
Journal articles
hal-00989010v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Application of kernel-based stochastic gradient algorithms to option pricing
Kengy Barty
,
Pierre Girardeau
,
Cyrille Strugarek
,
Jean-Sébastien Roy
Monte Carlo Methods and Applications, 2008, 14, pp.99-127
Journal articles
hal-00976406v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
A Q-Learning Algorithm with Continuous State Space
Kengy Barty
,
Pierre Girardeau
,
Jean-Sébastien Roy
,
Cyrille Strugarek
Optimization Online, 2006
Journal articles
hal-00977539v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
A Perturbed Gradient Algorithm in Hilbert Spaces
Kengy Barty
,
Jean-Sébastien Roy
,
Cyrille Strugarek
Optimization Online, 2005
Journal articles
hal-00983332v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|