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Control of diffusions via linear programming
Han, Jiarui; Van Roy, Benjamin - In: Stochastic programming : the state of the art ; in …, (pp. 329-353). 2011
Persistent link: https://www.econbiz.de/10008798646
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Adaptive execution : exploration and learning of price impact
Park, Beomsoo; Van Roy, Benjamin - In: Operations research 63 (2015) 5, pp. 1058-1076
Persistent link: https://www.econbiz.de/10011397801
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Approximate dynamic programming via a smoothed linear program
Desai, Vijay V.; Farias, Vivek F.; Moallemi, Ciamac C. - In: Operations research 60 (2012) 3, pp. 655-674
Persistent link: https://www.econbiz.de/10009575346
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A nonparametic approach to modeling choice with limited data
Farias, Vivek F.; Jagabathula, Srikanth; Shah, Devavrat - In: Management science : journal of the Institute for … 59 (2013) 2, pp. 305-322
Persistent link: https://www.econbiz.de/10009713917