|
|
Decomposition of large-scale stochastic optimal control problems
Kengy Barty
,
Pierre Carpentier
,
Pierre Girardeau
2009
Preprints, Working Papers, ...
hal-00362135v2
|
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
|
|
|
Sensitivity analysis for the outages of nuclear power plants
Kengy Barty
,
J. Frederic Bonnans
,
Laurent Pfeiffer
Journal articles
hal-00671186v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Price decomposition in large-scale stochastic optimal control
Kengy Barty
,
Pierre Carpentier
,
Guy Cohen
,
Pierre Girardeau
2010
Preprints, Working Papers, ...
hal-00545099v2
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Decomposition of large-scale stochastic optimal control problems
Pierre Carpentier
,
Kengy Barty
,
Pierre Girardeau
Journal articles
hal-01232179v1
|
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
|
|
|
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
|
|
|
Dual effect free stochastic controls
Kengy Barty
,
Pierre Carpentier
,
Jean-Philippe Chancelier
,
Guy Cohen
,
Michel de Lara
et al.
Journal articles
hal-00978996v1
|
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
|