| Optimal forward trading and battery control under renewable electricity generation J Hinz, J Yee Journal of Banking & Finance 95, 244-254, 2018 | 14 | 2018 |
| Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations J Hinz, T Tarnopolskaya, J Yee Annals of Operations Research 286 (1), 583-615, 2020 | 12 | 2020 |
| Stochastic switching for partially observable dynamics and optimal asset allocation J Hinz, J Yee International Journal of Control 90 (3), 553-565, 2017 | 10 | 2017 |
| Solving Control Problems with Linear State Dynamics-A Practical User Guide J Hinz, J Yee 2016 Second International Symposium on Stochastic Models in Reliability …, 2016 | 6 | 2016 |
| rcss: R package for optimal convex stochastic switching J Hinz, J Yee R Journal, 2019 | 5 | 2019 |
| An algorithmic approach to optimal asset liquidation problems J Hinz, J Yee Asia-Pacific Financial Markets 24, 109-129, 2017 | 5 | 2017 |
| Algorithmic Solutions for Optimal Switching Problems J Hinz, J Yee 2016 Second International Symposium on Stochastic Models in Reliability …, 2016 | 3 | 2016 |
| rlsm: R package for least squares Monte Carlo J Yee arXiv preprint arXiv:1801.05554, 2018 | 2 | 2018 |
| Commodity resource valuation and extraction: A pathwise programming approach J Hinz, T Tarnopolskaya, J Yee arXiv preprint arXiv:1602.00210, 2016 | 2 | 2016 |
| On the valuation of natural resource investments using optimal stochastic switching J Hinz, T Tarnopolskaya, J Yee 21st International Congress on Modelling and Simulation (MODSIM2015), 2015 | 2 | 2015 |
| Subgradient and duality methods for optimal stochastic control with applications to real options valuation JWX Yee | 1 | 2018 |
| Convex function approximations for Markov decision processes J Yee arXiv preprint arXiv:1712.00970, 2017 | 1 | 2017 |
| Value iteration for approximate dynamic programming under convexity J Yee arXiv preprint arXiv:1802.07243, 2018 | | 2018 |
| rcss: Subgradient and duality approach for dynamic programming J Hinz, J Yee arXiv preprint arXiv:1801.06029, 2018 | | 2018 |
| Impact of household renewable energy and other retailers on optimal energy storage J Hinz, J Yee XVIII Latin-Iberoamerican Conference on Operations Research (CLAIO 2016 …, 2016 | | 2016 |
Dr Tanya TarnopolskayaResearch ScientistAdresse e-mail validée de csiro.au
