Dynamic programming algorithms are developed for optimal capital allocation subject to budget constraints. We extend the work of Weingartner [17] and Weingartner and Ness [19] by including multilevel ...

This is a preview. Log in through your library . Abstract The paper solves the stochastic inverse optimal problem. Dynamic programming is used to transform the original problem into a differential ...

This paper proposes a new deep-learning-based algorithm for high-dimensional Bermudan option pricing. To the best of our knowledge, this is the first study of the arbitrary-order discretization scheme ...

Gemini's solutions for this year's ICPC were scored by the event coordinators, but Google also turned Gemini 2.5 loose on ...