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Jinkyu Lee
Jinkyu Lee
Other namesJinkyu Lawrence Lee
PhD, Industrial and Systems Engineering, KAIST
Verified email at kaist.ac.kr
Title
Cited by
Cited by
Year
Value function gradient learning for large-scale multistage stochastic programming problems
J Lee, S Bae, WC Kim, Y Lee
European Journal of Operational Research 308 (1), 321-335, 2022
92022
Deep Value Function Networks for Large-Scale Multistage Stochastic Programs
H Bae, J Lee, WC Kim, Y Lee
International Conference on Artificial Intelligence and Statistics, 11267-11287, 2023
32023
Large-scale financial planning via a partially observable stochastic dual dynamic programming framework
J Lee, DG Kwon, Y Lee, JH Kim, WC Kim
Quantitative Finance 23 (9), 1341-1360, 2023
22023
분해 및 근사 기법을 통한 대규모 다단 추계적 계획 문제의 해법: 재정 계획문제에 대한 적용
이진규
한국경영과학회지 47 (1), 15-42, 2022
2022
Decomposition and approximation techniques for large-scale multistage stochastic programs: with applications in finance
J Lee
KAIST, 2022
2022
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