Saved in:
| Main Authors: | Balata, Alessandro, Ludkovski, Michael, Maheshwari, Aditya, Palczewski, Jan |
|---|---|
| Format: | Preprint |
| Published: |
2019
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/1905.00107 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Intraday Battery Dispatch for Hybrid Renewable Energy Assets
by: Aung, Thiha, et al.
Published: (2025)
by: Aung, Thiha, et al.
Published: (2025)
Modeling Stochastic Multi-Agent Interaction in Intraday Battery Energy Storage Dispatch with Market Power
by: Hu, Ruimeng, et al.
Published: (2026)
by: Hu, Ruimeng, et al.
Published: (2026)
Joint Stochastic Optimal Control and Stopping in Aquaculture: Finite-Difference and PINN-Based Approaches
by: Kamm, Kevin
Published: (2025)
by: Kamm, Kevin
Published: (2025)
Calibration of Local Volatility Models with Stochastic Interest Rates using Optimal Transport
by: Joseph, Benjamin, et al.
Published: (2023)
by: Joseph, Benjamin, et al.
Published: (2023)
Stochastic Control Problems with Infinite Horizon and Regime Switching Arising in Optimal Liquidation with Semimartingale Strategies
by: Cheng, Xinman, et al.
Published: (2026)
by: Cheng, Xinman, et al.
Published: (2026)
Soft-Radial Projection for Constrained End-to-End Learning
by: Schneider, Philipp J., et al.
Published: (2026)
by: Schneider, Philipp J., et al.
Published: (2026)
Optimal reinsurance and investment via stochastic projected gradient method based on Malliavin calculus
by: Otsuki, Yuta, et al.
Published: (2024)
by: Otsuki, Yuta, et al.
Published: (2024)
A groundwater market model
by: Cialenco, Igor, et al.
Published: (2025)
by: Cialenco, Igor, et al.
Published: (2025)
A Calculus of Variations Approach to Stochastic Control
by: Lorig, Matthew
Published: (2025)
by: Lorig, Matthew
Published: (2025)
Probabilistically Robust Uncertainty Analysis and Optimal Control of Continuous Lyophilization via Polynomial Chaos Theory
by: Srisuma, Prakitr, et al.
Published: (2025)
by: Srisuma, Prakitr, et al.
Published: (2025)
Rough Path Approaches to Stochastic Control, Filtering, and Stopping
by: Mavroforas, Jonathan A., et al.
Published: (2025)
by: Mavroforas, Jonathan A., et al.
Published: (2025)
Unsupervised Learning for AC Optimal Power Flow with Fast Physics-Aware Layer
by: Zhang, Jiebao, et al.
Published: (2026)
by: Zhang, Jiebao, et al.
Published: (2026)
Optimal Carbon Emission Control With Allowances Purchasing
by: Chen, Xinfu, et al.
Published: (2024)
by: Chen, Xinfu, et al.
Published: (2024)
Constrained TLBO algorithm for lightweight cable-stiffened scissor-like deployable structures
by: Manna, Soumyajit, et al.
Published: (2024)
by: Manna, Soumyajit, et al.
Published: (2024)
Resource Allocation under Stochastic Demands using Shrinking Horizon Optimization
by: Tzikas, Alexandros E., et al.
Published: (2025)
by: Tzikas, Alexandros E., et al.
Published: (2025)
Dual Attainment in Multi-Period Multi-Asset Martingale Optimal Transport and Its Computation
by: Che, Charlie, et al.
Published: (2026)
by: Che, Charlie, et al.
Published: (2026)
Optimal Sizing and Material Choice for Additively Manufactured Compact Plate Heat Exchangers
by: Basaran, Mehmet, et al.
Published: (2025)
by: Basaran, Mehmet, et al.
Published: (2025)
Optimal harvesting policy for biological resources with uncertain heterogeneity for application in fisheries management
by: Yoshioka, Hidekazu
Published: (2023)
by: Yoshioka, Hidekazu
Published: (2023)
Optimal Clearing Payments in a Financial Contagion Model
by: Calafiore, Giuseppe, et al.
Published: (2021)
by: Calafiore, Giuseppe, et al.
Published: (2021)
Optimal Battery Charge Scheduling For Revenue Stacking Under Operational Constraints Via Energy Arbitrage
by: Puech, Alban, et al.
Published: (2023)
by: Puech, Alban, et al.
Published: (2023)
Estimation of Systemic Shortfall Risk Measure using Stochastic Algorithms
by: Kaakai, Sarah, et al.
Published: (2022)
by: Kaakai, Sarah, et al.
Published: (2022)
Optimal design of frame structures with mixed categorical and continuous design variables using the Gumbel-Softmax method
by: Ebrahimi, Mehran, et al.
Published: (2024)
by: Ebrahimi, Mehran, et al.
Published: (2024)
An Uncertainty-Aware Data-Driven Predictive Controller for Hybrid Power Plants
by: Desai, Manavendra, et al.
Published: (2025)
by: Desai, Manavendra, et al.
Published: (2025)
Regret-Optimal Federated Transfer Learning for Kernel Regression with Applications in American Option Pricing
by: Yang, Xuwei, et al.
Published: (2023)
by: Yang, Xuwei, et al.
Published: (2023)
Adaptive Strategies for Pension Fund Management
by: Chinchilla, Raphael, et al.
Published: (2025)
by: Chinchilla, Raphael, et al.
Published: (2025)
Multiarmed Bandits Problem Under the Mean-Variance Setting
by: Hu, Hongda, et al.
Published: (2022)
by: Hu, Hongda, et al.
Published: (2022)
A deep primal-dual BSDE method for optimal stopping problems
by: Yang, Jiefei, et al.
Published: (2024)
by: Yang, Jiefei, et al.
Published: (2024)
Accelerating shape optimization by deep neural networks with on-the-fly determined architecture
by: Kubíčková, Lucie, et al.
Published: (2025)
by: Kubíčková, Lucie, et al.
Published: (2025)
A Tax-Efficient Model Predictive Control Policy for Retirement Funding
by: Johansson, Kasper, et al.
Published: (2025)
by: Johansson, Kasper, et al.
Published: (2025)
Controlling Large Electric Vehicle Charging Stations via User Behavior Modeling and Stochastic Programming
by: Puech, Alban, et al.
Published: (2024)
by: Puech, Alban, et al.
Published: (2024)
Stochastic control problems with state-reflections arising from relaxed benchmark tracking
by: Bo, Lijun, et al.
Published: (2023)
by: Bo, Lijun, et al.
Published: (2023)
Limited Attention Allocation in a Stochastic Linear Quadratic System with Multiplicative Noise
by: Cui, Xiangyu, et al.
Published: (2024)
by: Cui, Xiangyu, et al.
Published: (2024)
Bayesian Optimization under Uncertainty for Training a Scale Parameter in Stochastic Models
by: Yadav, Akash, et al.
Published: (2025)
by: Yadav, Akash, et al.
Published: (2025)
Optimal Trade Characterizations in Multi-Asset Crypto-Financial Markets
by: Escudero, C., et al.
Published: (2024)
by: Escudero, C., et al.
Published: (2024)
Optimal Annuitization with stochastic mortality: Piecewise Deterministic Mortality Force
by: Buttarazzi, Matteo, et al.
Published: (2025)
by: Buttarazzi, Matteo, et al.
Published: (2025)
Optimal consumption with loss aversion and reference to past spending maximum
by: Li, Xun, et al.
Published: (2021)
by: Li, Xun, et al.
Published: (2021)
Reinforcement Learning for Corporate Bond Trading: A Sell Side Perspective
by: Atkins, Samuel, et al.
Published: (2024)
by: Atkins, Samuel, et al.
Published: (2024)
Deep Learning Methods for S Shaped Utility Maximisation with a Random Reference Point
by: Davey, Ashley, et al.
Published: (2024)
by: Davey, Ashley, et al.
Published: (2024)
A Machine Learning Enabled MDO for Bio-Inspired Autonomous Underwater Gliders
by: Serani, Andrea, et al.
Published: (2026)
by: Serani, Andrea, et al.
Published: (2026)
Optimal Routing across Constant Function Market Makers with Gas Fees
by: Escudero, Carlos, et al.
Published: (2026)
by: Escudero, Carlos, et al.
Published: (2026)
Similar Items
-
Intraday Battery Dispatch for Hybrid Renewable Energy Assets
by: Aung, Thiha, et al.
Published: (2025) -
Modeling Stochastic Multi-Agent Interaction in Intraday Battery Energy Storage Dispatch with Market Power
by: Hu, Ruimeng, et al.
Published: (2026) -
Joint Stochastic Optimal Control and Stopping in Aquaculture: Finite-Difference and PINN-Based Approaches
by: Kamm, Kevin
Published: (2025) -
Calibration of Local Volatility Models with Stochastic Interest Rates using Optimal Transport
by: Joseph, Benjamin, et al.
Published: (2023) -
Stochastic Control Problems with Infinite Horizon and Regime Switching Arising in Optimal Liquidation with Semimartingale Strategies
by: Cheng, Xinman, et al.
Published: (2026)