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Quantile Markov decision processes

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Online linear programming : dual convergence, new algorithms, and regret bounds

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Technical note: an improved analysis of LP-based control for revenue management

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Statistical regularities of Carbon emission trading market: Evidence from European Union allowances

Zheng, Zeyu; Xiao, Rui; Shi, Haibo; Li, Guihong; Zhou, … - In: Physica A: Statistical Mechanics and its Applications 426 (2015) C, pp. 9-15

As an emerging financial market, the trading value of carbon emission trading market has definitely increased. In recent years, the carbon emission allowances have already become a way of investment. They are bought and sold not only by carbon emitters but also by investors. In this paper, we...

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Gradient-based simulation optimization algorithms via multi-resolution system approximations

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Gradient-based algorithms for convex discrete optimization via simulation

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Technical note : approximating systems fed by poisson processes with rapidly changing arrival rates

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Immediacy provision and matchmaking

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Towards multi-agent reinforcement learning-driven over-the-counter market simulations

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