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Browsing byAuthorHinz, J

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Issue DateTitleAuthor(s)
2021-10-01An algorithm for making regime-changing markov decisionsHinz, J
2021-05-24A Computational Approach to Sequential Decision Optimization in Energy Storage and TradingFalbo, P; Hinz, J; Leelasilapasart, P; Pelizzari, C
2020-04-01An application of high-dimensional statistics to predictive modeling of grade variabilityHinz, J; Grigoryev, I; Novikov, A
2020-03-01Resilience analysis for double spending via sequential decision optimizationHinz, J
2020Efficient algorithms of pathwise dynamic programming for decision optimization in mining operationsHinz, J; Tarnopolskaya, T; Yee, J
2019-01-01rcss: R package for optimal convex stochastic switchingHinz, J; Yee, J
2019A Note on Optimal Double Spending AttacksHinz, J; Taylor, P
2018-10-01Optimal forward trading and battery control under renewable electricity generationHinz, J; Yee, J
2017-06-01An Algorithmic Approach to Optimal Asset Liquidation ProblemsHinz, J; Yee, J
2017-03-04Stochastic switching for partially observable dynamics and optimal asset allocationHinz, J; Yee, J
2016-03-11Solving control problems with linear state dynamics - A practical user guideHinz, J; Yee, J
2016-03-11Algorithmic solutions for optimal switching problemsHinz, J; Yee, J
2016-01-01Algorithms for optimal control of stochastic switching systemsHinz, J; Yap, N
2016Algorithms for optimal control of stochastic switching systemsHinz, J; Yap, N
2011-08-01Risk-neutral models for emission allowance prices and option valuationCarmona, R; Hinz, J
2011-01-01Jump-diffusion modeling in emission marketsBorovkov, K; Decrouez, G; Hinz, J
2010-12-01Storage costs in commodity option pricingHinz, J; Fehr, M
2010-11-25Market design for emission trading schemesCarmona, R; Fehr, M; Hinz, J; Porchet, A
2010-11-01On fair pricing of emission-related derivativesHinz, J; Novikov, A
2010-01On fair pricing of emission-related derivativesHinz, J; Novikov, A
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