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On a Dynamic Programming Approach to the Caterer Problem--I
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- Pan, Zhenning & Yu, Tao & Li, Jie & Qu, Kaiping & Yang, Bo, 2020. "Risk-averse real-time dispatch of integrated electricity and heat system using a modified approximate dynamic programming approach," Energy, Elsevier, vol. 198(C).
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"Solving Dynamic Programming Problems on a Computational Grid,"
Computational Economics, Springer;Society for Computational Economics, vol. 45(2), pages 261-284, February.
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"Valuing Customer Portfolios with Endogenous Mass and Direct Marketing Interventions Using a Stochastic Dynamic Programming Decomposition,"
Marketing Science, INFORMS, vol. 33(5), pages 621-640, September.
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"Accelerated Share Repurchase: Pricing And Execution Strategy,"
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European Economic Review, Elsevier, vol. 51(5), pages 1059-1105, July.
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