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Report NEP-ORE-2012-01-03
This 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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ORE
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, number 2011s-72, Nov.
- 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, number 2011-11.
- 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, number 1112.4351, Dec.
- 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", number 2011_24, revised 2011.