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Warren Powell
Information about the author Warren Powell will soon be added to the site.
Found
3 papers
in total
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Dynamic programming models and algorithms for the mutual fund cash balance problem
2010
Fund managers have to decide the amount of a fund's assets that should be kept in...
The knowledge-gradient policy for correlated normal beliefs
2009
We consider a Bayesian ranking and selection problem with independent normal rewards...
Learning algorithms for separable approximations of discrete stochastic optimization problems
2004
We propose the use of sequences of separable, piecewise linear approximations for...
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