Lajos Gergely Gyurkó

Publication Activity (10 Years)

Years Active: 2015-2015
Publications (10 Years): 1

Top Topics

Monte Carlo Methods

Queueing Systems

Markov Processes

Stochastic Control

Top Venues

Math. Methods Oper. Res.

Publications

Lajos Gergely Gyurkó, B. M. Hambly, Jan Hendrik Witte
Monte Carlo methods via a dual approach for some discrete time stochastic control problems. Math. Methods Oper. Res. 81 (1) (2015)