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	Inland port and waterway capacity expansion model under demand uncertainty 期刊论文 Computers and Industrial Engineering,2024, 卷号: 190 作者: Guo, Liquan; Ng, Adolf K.Y.; Long, Jiancheng; Li, Xixi 收藏 \| 浏览/下载：18/0 \| 提交时间：2024/05/07 Capacity expansion problem Demand uncertainty Inland ports and waterways Least squares Monte Carlo simulation method Real options Sensitivity analysis-based descent search algorithm
	Skewed target range strategy for multiperiod portfolio optimization using a two-stage least squares Monte Carlo method 期刊论文 Journal of Computational Finance,2019, 卷号: 23, 期号: 1, 页码: 97-127 作者: Zhang, Rongju; Langrené, Nicolas; Tian, Yu; Zhu, Zili; Klebaner, Fima 收藏 \| 浏览/下载：14/0 \| 提交时间：2022/08/29 Alternative performance measure Least squares Monte Carlo Multiperiod portfolio optimization Target-based portfolio optimization Two-stage regression
	Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach 期刊论文 Quantitative Finance,2019, 卷号: 19, 期号: 3, 页码: 519-532 作者: Zhang,Rongju; Langrené,Nicolas; Tian,Yu; Zhu,Zili; Klebaner,Fima 收藏 \| 浏览/下载：14/0 \| 提交时间：2022/08/29 Dynamic portfolio optimization Least squares Monte Carlo Liquidity cost Multi-period asset allocation Permanent market impact Transaction cost
	Dynamic volatility management: From conditional volatility to realized volatility 期刊论文 Journal of Investment Strategies,2019, 卷号: 8, 期号: 2, 页码: 37-67 作者: Zhang, Rongju; Langrené, Nicolas; Tian, Yu; Zhu, Zili 收藏 \| 浏览/下载：14/0 \| 提交时间：2022/08/29 Least squares Monte Carlo Multiperiod portfolio management Realized volatility Volatility management Volatility target
	Switching Boundaries for flexible management of nature resource investment under uncertainty 期刊论文 IAENG Transactions on Engineering Sciences,2015 作者: Tarnopolskaya, Tanya; Chen, Wen; Bao, Chenming 收藏 \| 浏览/下载：6/0 \| 提交时间：2025/07/28 Real options Stochastic switching Switching boundaries Hysteresis band Stochastic optimal control Least-squares Monte Carlo
	Switching surfaces for optimal natural resource extraction under uncertainty 会议论文 Proceedings - 21st International Congress on Modelling and Simulation, MODSIM 2015, Gold Coast, AUSTRALIA, NOV 29-DEC 04, 2015 作者: Chen, Wen; Tarnopolskaya,T.; Langrené, Nocolas; Lo,T. 收藏 \| 浏览/下载：10/0 \| 提交时间：2022/08/29 Least-squares Monte Carlo Memory reduction method Real options Stochastic optimal control Stochastic switching
	Choosing crop rotations under uncertainty: A multi-period dynamic portfolio optimization approach 会议论文 Proceedings - 21st International Congress on Modelling and Simulation, MODSIM 2015 作者: Lee，Geoffrey; Bao，Chenming; Langrene，Nicolas; Zhu，Zili 收藏 \| 浏览/下载：8/0 \| 提交时间：2022/08/29 Approximate stochastic dynamic programming Crop rotation Least-squares Monte Carlo Portfolio optimization Rainfall