A differential evolution algorithm for the resource investment problem with discounted cash flows.
Meining LiuJing LiuXingxing HaoPublished in: CASE (2017)
Keyphrases
- differential evolution algorithm
- differential evolution
- evolutionary algorithm
- global numerical optimization
- cash flow
- control parameters
- initial population
- scale factor
- decision making
- mutation operation
- investment decisions
- optimal policy
- real option
- long run
- particle swarm
- genetic algorithm
- optimization model
- evolutionary computation
- dynamic programming
- machine learning
- mutation operator
- particle swarm optimization pso
- traveling salesman problem
- optimization method