Perkkiö, Ari-Pekka
- Stochastic programs without duality gaps
2011/05/04 by Pennanen, Teemu, Perkkiö, Ari-Pekka · 1 citation
#FOS: Economics and business #FOS: Electrical engineering #FOS: Mathematics #Optimization and Control (math.OC) #Pricing of Securities (q-fin.PR) #Systems and Control (eess.SY) #electronic engineering #information engineering
- Shadow price of information in discrete time stochastic optimization
2016/01/20 by Pennanen, Teemu, Perkkiö, Ari-Pekka · 1 citation
#FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- Dynamic programming in convex stochastic optimization
2022/03/31 by Pennanen, Teemu, Perkkiö, Ari-Pekka · 1 citation
#FOS: Mathematics #Optimization and Control (math.OC)