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Sanghyeon Bae
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, 2022
102022
Goal-based investing with goal postponement: multistage stochastic mixed-integer programming approach
S Bae, Y Lee, WC Kim, JH Kim, FJ Fabozzi
Annals of Operations Research, 1-25, 2024
2024
Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products
S Bae, Y Lee, WC Kim
Quantitative Finance, 1-19, 2023
2023
Augmented Lagrangian Dual Decomposition of Chance Constrained Stochastic Programming via the Alternating Direction Method
SH Bae
대한산업공학회 춘계공동학술대회 논문집, 658-674, 2019
2019
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Articles 1–4