Steven I. Marcus

6 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-4926-9567

Department of Electrical and Computer Engineering and Institute for Systems Research, University of Maryland, College Park, Maryland 20742

Publications

• A New Stochastic Derivative Estimator for Discontinuous Payoff Functions with Application to Financial Derivatives — Operations Research 2012
• An Evolutionary Random Policy Search Algorithm for Solving Markov Decision Processes — INFORMS Journal on Computing 2007
• A Model Reference Adaptive Search Method for Global Optimization — Operations Research 2007
• Pricing American-Style Derivatives with European Call Options — Management Science 2006
• An Adaptive Sampling Algorithm for Solving Markov Decision Processes — Operations Research 2005
• Monotone Optimal Policies for a Transient Queueing Staffing Problem — Operations Research 2000