Jeremy Yee

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Papers (6)

1. Value iteration for approximate dynamic programming under convexity math.OC · 2018 · author #1
2. rcss: Subgradient and duality approach for dynamic programming cs.MS · 2018 · author #2
3. rlsm: R package for least squares Monte Carlo cs.MS · 2018 · author #1
4. Convex function approximations for Markov decision processes math.OC · 2017 · author #1
5. Optimal Forward Trading and Battery Control Under Renewable Electricity Generation math.OC · 2017 · author #2
6. Commodity Resource Valuation And Extraction: A Pathwise Programming Approach math.OC · 2016 · author #3

Mentions

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Frequent Coauthors

• Juri Hinz 3 shared papers
• Tanya Tarnopolskaya 1 shared papers