This is a preview. Log in through your library . Abstract A dynamic decision problem in which the effect of control action is either delayed for a number of time periods or has an effect that lasts ...

This course covers basic algorithm design techniques such as divide and conquer, dynamic programming, and greedy algorithms. It concludes with a brief introduction to intractability (NP-completeness) ...

This course covers reinforcement learning aka dynamic programming, which is a modeling principle capturing dynamic environments and stochastic nature of events. The main goal is to learn dynamic ...

Dynamic programming algorithms are developed for optimal capital allocation subject to budget constraints. We extend the work of Weingartner [17] and Weingartner and Ness [19] by including multilevel ...

Start working toward program admission and requirements right away. Work you complete in the non-credit experience will transfer to the for-credit experience when you ...

This paper proposes a new deep-learning-based algorithm for high-dimensional Bermudan option pricing. To the best of our knowledge, this is the first study of the arbitrary-order discretization scheme ...