Search - ENSTA Paris - École nationale supérieure de techniques avancées Paris Access content directly

Filter your results

5 Results
authFullName_s : Jean-Sébastien Roy

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

Temporal difference learning with kernels for pricing american-style options

Kengy Barty , Jean-Sébastien Roy , Cyrille Strugarek
Optimization Online, 2005
Journal articles hal-00983326v1

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

A Q-Learning Algorithm with Continuous State Space

Kengy Barty , Pierre Girardeau , Jean-Sébastien Roy , Cyrille Strugarek
Optimization Online, 2006
Journal articles hal-00977539v1

A Perturbed Gradient Algorithm in Hilbert Spaces

Kengy Barty , Jean-Sébastien Roy , Cyrille Strugarek
Optimization Online, 2005
Journal articles hal-00983332v1