Explore zero-one integer programming, a key method in logical problem-solving, using binary choices for optimal decisions in finance, production, and more.
WASHINGTON, June 22, 2021 -- Emerging open-source programming language Julia is designed to be fast and easy to use. Since it is particularly suited for numerical applications, such as differential ...
This is a preview. Log in through your library . Abstract Our goal is to solve certain dynamic programming equations associated to a given Markov Chain X, using a regression-based Monte Carlo ...
Abstract. We design a numerical scheme for solving the Multi-step Forward Dynamic Programming (MDP) equation arising from the time-discretization of backward stochastic differential equations. The ...
This program is offered by the Department of Management Science and Information Systems (MSIS). It is the continuation of the previous concentration in Management Science and the program of Operations ...