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Michel Denault
Information about the author Michel Denault will soon be added to the site.
Found
3 papers
in total
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Dynamic portfolio choice: a simulation-and-regression approach
2017
Simulation‐and‐regression algorithms have become a standard tool for...
The analytic-center cutting-plane method for variational inequalities: A quadratic-cut approach
2005
We introduce a cutting-plane, analytic-center algorithm for strongly monotone...
Solving variational inequalities with a quadratic cut method: a primal–dual, Jacobian-free approach
2004
We extend in two directions the Analytic Center, Cutting Plane Method for Variational...
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