Report NEP-ORE-2012-01-03This is the archive for NEP-ORE, a report on new working papers in the area of Operations Research. Walter Frisch issued this report. It is usually issued weekly.
The following items were announced in this report:
- Luc Bauwens & Arnaud Dufays & Jeroen Rombouts, 2011. "Marginal Likelihood for Markov-Switching and Change-Point Garch Models," CIRANO Working Papers, CIRANO 2011s-72, CIRANO.
- Kleppe, Tore Selland & Liesenfeld, Roman, 2011. "Efficient high-dimensional importance sampling in mixture frameworks," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics 2011,11, Christian-Albrechts-University of Kiel, Department of Economics.
- Lajos Gergely Gyurko & Ben Hambly & Jan Hendrik Witte, 2011. "Monte Carlo methods via a dual approach for some discrete time stochastic control problems," Papers, arXiv.org 1112.4351, arXiv.org.
- Diana Barro & Elio Canestrelli, 2011. "Combining stochastic programming and optimal control to solve multistage stochastic optimization problems," Working Papers, Department of Economics, University of Venice "Ca' Foscari" 2011_24, Department of Economics, University of Venice "Ca' Foscari", revised 2011.