K. Barty

A note on the convergence of the SDDP algorithm

K. Barty, 2012 .

Un usage de l'approximation stochastique pour l'estimation récursive

K. Barty, Jean-Sébastien Roy, C. Strugarek, 2007 .

Application of kernel-based stochastic gradient algorithms to option pricing

Kengy Barty, Pierre Girardeau, Jean-Sébastien Roy, 2008, Monte Carlo Methods Appl..

Price decomposition in large-scale stochastic optimal control

Kengy Barty, Pierre Carpentier, Pierre Girardeau, 2010, 1012.2092.

A stochastic gradient type algorithm for closed-loop problems

Kengy Barty, Jean-Sébastien Roy, Cyrille Strugarek, 2009, Math. Program..

Hilbert-Valued Perturbed Subgradient Algorithms

Kengy Barty, Jean-Sébastien Roy, Cyrille Strugarek, 2007, Math. Oper. Res..

Dual effect free stochastic controls

Jean-Philippe Chancelier, Kengy Barty, Pierre Carpentier, 2006, Ann. Oper. Res..

A Perturbed Gradient Algorithm in Hilbert Spaces

K. Barty, Jean-Sébastien Roy, C. Strugarek, 2005 .

Q-Learning with Continuous State Spaces and Finite Decision Set

K. Barty, P. Girardeau, Jean-Sébastien Roy, 2007, 2007 IEEE International Symposium on Approximate Dynamic Programming and Reinforcement Learning.

A Q-Learning Algorithm with Continuous State Space

K. Barty, P. Girardeau, Jean-Sébastien Roy, 2006 .

Decomposition of large-scale stochastic optimal control problems

Kengy Barty, Pierre Carpentier, Pierre Girardeau, 2009, RAIRO Oper. Res..