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 ...

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 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 ...

Whether you're just starting out as a coder or want to advance your coding skills, tackling programming problems is part of the plan. Convenient, free, and even fun, coding problem websites challenge ...

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 ...