Regress-Later Monte Carlo for optimal control of Markov processes A Balata, J Palczewski arXiv preprint arXiv:1712.09705, 2017 | 28 | 2017 |
Regress-later Monte Carlo for optimal inventory control with applications in energy A Balata, J Palczewski arXiv preprint arXiv:1703.06461, 2017 | 20 | 2017 |
A class of finite-dimensional numerically solvable McKean-Vlasov control problems A Balata, C Huré, M Laurière, H Pham, I Pimentel ESAIM: Proceedings and Surveys 65, 114-144, 2019 | 15 | 2019 |
Statistical learning for probability-constrained stochastic optimal control A Balata, M Ludkovski, A Maheshwari, J Palczewski European Journal of Operational Research 290 (2), 640-656, 2021 | 14 | 2021 |
Regression Monte Carlo for microgrid management C Alasseur, A Balata, SB Aziza, A Maheshwari, P Tankov, X Warin ESAIM: proceedings and surveys 65, 46-67, 2019 | 12 | 2019 |
A class of finite-dimensional numerically solvable McKean-Vlasov control problems A Balata, C Huré, M Laurière, H Pham, I Pimentel arXiv preprint arXiv:1803.00445, 2018 | 6 | 2018 |
Regression Monte Carlo and Applications in Energy A Balata University of Leeds, 2019 | | 2019 |
Optimal utilization and sustainability of renewable electricity generation A Balata | | 2016 |
Numerical methods for optimal stopping and switching with motivation from optimal control in energy generation A Balata | | 2016 |
SIMPLE METHODS FOR OPTION PRICING A Balata Leeds University, 2015 | | 2015 |
Battery Storage Arbitrage A Balata | | |