Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

StOpt

From MaRDI portal
Software:44614
Jump to:navigation, search



swMATH32903MaRDI QIDQ44614


No author found.

Source code repository: https://gitlab.com/stochastic-control/StOpt




Related Items (10)

Incentives, lockdown, and testing: from Thucydides' analysis to the COVID-19 pandemic ⋮ Numerical approximation of BSDEs using local polynomial drivers and branching processes ⋮ On conditional cuts for stochastic dual dynamic programming ⋮ Fast multivariate empirical cumulative distribution function with connection to kernel density estimation ⋮ Regression Monte Carlo for microgrid management ⋮ A sparse grid approach to balance sheet risk measurement ⋮ Numerical approximation of general Lipschitz BSDEs with branching processes ⋮ Fast and Stable Multivariate Kernel Density Estimation by Fast Sum Updating ⋮ SDDP.jl: A Julia Package for Stochastic Dual Dynamic Programming ⋮ Option valuation and hedging using an asymmetric risk function: asymptotic optimality through fully nonlinear partial differential equations


This page was built for software: StOpt

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Software:44614&oldid=29517165"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 5 March 2024, at 21:54.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki