EurekAlert!

Julia programming language tackles differential equation challenges

WASHINGTON, June 22, 2021 -- Emerging open-source programming language Julia is designed to be fast and easy to use. Since it is particularly suited for numerical applications, such as differential ...
Simon Fraser University

Incorporating Computer Programming into the Classroom: Linking Mathematical Equations, Computer Programming, and Computer Population Models

Description: REM 311 is a required quantitative course for Bachelor of Environment students, and, while the course has math-based prerequisites, students exhibit a range of mathematical skills. Many ...
JSTOR Daily

Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions

Abstract. We design a numerical scheme for solving the Multi-step Forward Dynamic Programming (MDP) equation arising from the time-discretization of backward stochastic differential equations. The ...
JSTOR Daily

Pathwise Dynamic Programming

We present a novel method for deriving tight Monte Carlo confidence intervals for solutions of stochastic dynamic programming equations. Taking some approximate solution to the equation as an input, ...
business.rutgers

Operations Research Concentration

This program is offered by the Department of Management Science and Information Systems (MSIS). It is the continuation of the previous concentration in Management Science and the program of Operations ...