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Volumn , Issue , 2011, Pages 337-344

Approximate dynamic programming for storage problems

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATE DYNAMIC PROGRAMMING; COMMITMENT PROBLEM; SOLUTION PROCEDURE; STATE VARIABLES; STOCHASTIC CONTROL; TIME-PERIODS;

EID: 80053442033     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (32)

References (13)
  • 1
    • 0000708831 scopus 로고
    • Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
    • Antoniak, C. E. Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems. The Annals of Statistics, 2(6):1152-1174, 1974.
    • (1974) The Annals of Statistics , vol.2 , Issue.6 , pp. 1152-1174
    • Antoniak, C.E.1
  • 2
    • 0001120413 scopus 로고
    • A Bayesian analysis of some nonparametric problems
    • Ferguson, T. S. A Bayesian analysis of some nonparametric problems. The Annals of Statistics, 1(2):209-230, 1973.
    • (1973) The Annals of Statistics , vol.1 , Issue.2 , pp. 209-230
    • Ferguson, T.S.1
  • 5
    • 77955903197 scopus 로고    scopus 로고
    • Inference using shape-restricted regression splines
    • Meyer, M. C. Inference using shape-restricted regression splines. Annals of Applied Statistics, 2(3):1013-1033, 2008.
    • (2008) Annals of Applied Statistics , vol.2 , Issue.3 , pp. 1013-1033
    • Meyer, M.C.1
  • 6
    • 77950032550 scopus 로고    scopus 로고
    • Markov chain sampling methods for Dirichlet process mixture models
    • Neal, R. M. Markov chain sampling methods for Dirichlet process mixture models. Journal of Computational and Graphical Statistics, 9(2):249-265, 2000.
    • (2000) Journal of Computational and Graphical Statistics , vol.9 , Issue.2 , pp. 249-265
    • Neal, R.M.1
  • 9
    • 84859604836 scopus 로고    scopus 로고
    • Nonparametric least squares estimation of a multivariate convex regression function
    • pp. to appear
    • Seijo, E. and Bodhisattva, S. Nonparametric least squares estimation of a multivariate convex regression function. The Annals of Statistics, pp. to appear, 2011.
    • (2011) The Annals of Statistics
    • Seijo, E.1    Bodhisattva, S.2
  • 12
  • 13
    • 0035391083 scopus 로고    scopus 로고
    • Regression methods for pricing complex American-style options
    • DOI 10.1109/72.935083, PII S1045922701050238
    • Tsitsiklis, J. N. and van Roy, B. Regression methods for pricing complex American-style options. IEEE Transactions on Neural Networks, 12(4):694-703, 2001. (Pubitemid 32732812)
    • (2001) IEEE Transactions on Neural Networks , vol.12 , Issue.4 , pp. 694-703
    • Tsitsiklis, J.N.1    Van Roy, B.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.