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Published in 2017 at "IFAC-PapersOnLine"
DOI: 10.1016/j.ifacol.2017.08.1264
Abstract: In this paper, a control scheme is elaborated to perform the station keeping of a geostationary satellite equipped with electric propulsion. The use of electric thrusters imposes to take into account some additional mutually exclusive…
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Keywords:
station;
programming optimal;
station keeping;
integer programming ... See more keywords
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Published in 2020 at "Quantitative Finance"
DOI: 10.1080/14697688.2020.1780299
Abstract: We introduce new variants of classical regression-based algorithms for optimal stopping problems based on computation of regression coefficients by Monte Carlo approximation of the corresponding inner products instead of the least-squares error functional. Coupled with…
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Keywords:
programming optimal;
regression;
optimal stopping;
stopping via ... See more keywords