A New Approach for Numerical Identification of Optimal Exercise Curve.

Chung-Ki Cho Sunbu Kang Taekkeun Kim YongHoon Kwon

Published in: ICCSA (3) (2004)

Keyphrases

dynamic programming
sensitivity analysis
website
piecewise linear
finding optimal
neural network
real world
multi agent
optimal solution
qualitative and quantitative
optimal strategy
automatic identification
asymptotically optimal