Martin B. Haugh

18 papers A* 1Misc 2Journal 15
YearRankTypeTitle / Venue / Authors
2024 J jnl
Technical Note - Multimarket Cournot Equilibria with Heterogeneous Resource-Constrained Firms.
Oper. Res.
René Caldentey, Martin B. Haugh
2023 A* conf
Counterfactual Analysis in Dynamic Latent State Models.
ICML
Martin B. Haugh, Raghav Singal
2022 J jnl
Play Like the Pros? Solving the Game of Darts as a Dynamic Zero-Sum Game.
INFORMS J. Comput.
Martin B. Haugh, Chun Wang
2021 J jnl
How to Play Fantasy Sports Strategically (and Win).
Manag. Sci.
Martin B. Haugh, Raghav Singal
2020 J jnl
Information Relaxation Bounds for Partially Observed Markov Decision Processes.
IEEE Trans. Autom. Control.
Martin B. Haugh, Octavio Ruiz Lacedelli
2017 J jnl
Information Relaxation Bounds for Infinite Horizon Markov Decision Processes.
Oper. Res.
David B. Brown, Martin B. Haugh
2015 J jnl
Consistent Pricing of Options on Leveraged ETFs.
SIAM J. Financial Math.
Andrew Ahn, Martin B. Haugh, Ashish Jain
2015 J jnl
Linear Programming and the Control of Diffusion Processes.
INFORMS J. Comput.
Andrew Ahn, Martin B. Haugh
2012 J jnl
A unified approach to multiple stopping and duality.
Oper. Res. Lett.
Shyam S. Chandramouli, Martin B. Haugh
2012 J jnl
Erratum to "A unified approach to multiple stopping and duality" [Oper. Res. Lett. (2012)].
Oper. Res. Lett.
Shyam S. Chandramouli, Martin B. Haugh
2011 J jnl
A note on constant proportion trading strategies.
Oper. Res. Lett.
Martin B. Haugh
2009 J jnl
Supply Contracts with Financial Hedging.
Oper. Res.
René Caldentey, Martin B. Haugh
2007 Misc conf
Path-wise estimators and cross-path regressions: an application to evaluating portfolio strategies.
WSC
Martin B. Haugh, Ashish Jain
2006 J jnl
Evaluating Portfolio Policies: A Duality Approach.
Oper. Res.
Martin B. Haugh, Leonid Kogan, Jiang Wang
2006 J jnl
Optimal Control and Hedging of Operations in the Presence of Financial Markets.
Math. Oper. Res.
René Caldentey, Martin B. Haugh
2004 J jnl
Pricing American Options: A Duality Approach.
Oper. Res.
Martin B. Haugh, Leonid Kogan
2003 Misc conf
New simulation methodology for finance: duality theory and simulation in financial engineering.
WSC
Martin B. Haugh
2001 J jnl
Computational challenges in portfolio management.
Comput. Sci. Eng.
Martin B. Haugh, Andrew W. Lo