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Browsing byAuthorHinz, J
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Showing results 1 to 20 of 22
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Issue Date
Title
Author(s)
2021-10-01
An algorithm for making regime-changing markov decisions
Hinz, J
2021-05-24
A Computational Approach to Sequential Decision Optimization in Energy Storage and Trading
Falbo, P
;
Hinz, J
;
Leelasilapasart, P
;
Pelizzari, C
2020-04-01
An application of high-dimensional statistics to predictive modeling of grade variability
Hinz, J
;
Grigoryev, I
;
Novikov, A
2020-03-01
Resilience analysis for double spending via sequential decision optimization
Hinz, J
2020
Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations
Hinz, J
;
Tarnopolskaya, T
;
Yee, J
2019-01-01
rcss: R package for optimal convex stochastic switching
Hinz, J
;
Yee, J
2019
A Note on Optimal Double Spending Attacks
Hinz, J
;
Taylor, P
2018-10-01
Optimal forward trading and battery control under renewable electricity generation
Hinz, J
;
Yee, J
2017-06-01
An Algorithmic Approach to Optimal Asset Liquidation Problems
Hinz, J
;
Yee, J
2017-03-04
Stochastic switching for partially observable dynamics and optimal asset allocation
Hinz, J
;
Yee, J
2016-03-11
Solving control problems with linear state dynamics - A practical user guide
Hinz, J
;
Yee, J
2016-03-11
Algorithmic solutions for optimal switching problems
Hinz, J
;
Yee, J
2016-01-01
Algorithms for optimal control of stochastic switching systems
Hinz, J
;
Yap, N
2016
Algorithms for optimal control of stochastic switching systems
Hinz, J
;
Yap, N
2011-08-01
Risk-neutral models for emission allowance prices and option valuation
Carmona, R
;
Hinz, J
2011-01-01
Jump-diffusion modeling in emission markets
Borovkov, K
;
Decrouez, G
;
Hinz, J
2010-12-01
Storage costs in commodity option pricing
Hinz, J
;
Fehr, M
2010-11-25
Market design for emission trading schemes
Carmona, R
;
Fehr, M
;
Hinz, J
;
Porchet, A
2010-11-01
On fair pricing of emission-related derivatives
Hinz, J
;
Novikov, A
2010-01
On fair pricing of emission-related derivatives
Hinz, J
;
Novikov, A