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Jan Palczewski

Identifiers

  • name variant Jan Palczewski 0.60 · backfill

Papers (11)

  1. Regress-Later Monte Carlo for optimal control of Markov processes math.OC · 2017 · author #2
  2. Regress-Later Monte Carlo for Optimal Inventory Control with applications in energy math.OC · 2017 · author #2
  3. Energy imbalance market call options and the valuation of storage math.OC · 2016 · author #2
  4. Undiscounted optimal stopping with unbounded rewards math.OC · 2016 · author #1
  5. Bayesian calibration and number of jump components in electricity spot price models stat.AP · 2016 · author #3
  6. Asymptotics of Monte Carlo maximum likelihood estimators stat.ME · 2014 · author #3
  7. Adaptive Monte Carlo Maximum Likelihood stat.ME · 2014 · author #3
  8. Infinite horizon stopping problems with (nearly) total reward criteria math.OC · 2014 · author #1
  9. Interpreting random forest classification models using a feature contribution method cs.LG · 2013 · author #2
  10. Stopping of functionals with discontinuity at the boundary of an open set math.OC · 2010 · author #1
  11. Growth-optimal portfolios under transaction costs q-fin.PM · 2007 · author #1

Mentions

  • 1703.06461 #2 · arxiv_oai · confidence 0.70 Jan Palczewski
  • 1412.6371 #3 · backfill · confidence 0.70 Jan Palczewski
  • 1412.6370 #3 · backfill · confidence 0.70 Jan Palczewski
  • 1401.6905 #1 · backfill · confidence 0.70 Jan Palczewski
  • 1312.1121 #2 · backfill · confidence 0.70 Jan Palczewski
  • 1006.4283 #1 · backfill · confidence 0.70 Jan Palczewski
  • 0707.3198 #1 · backfill · confidence 0.70 Jan Palczewski

Frequent Coauthors