Value Function Computation in Fuzzy Real Options by Differential Evolution.
Maria Letizia GuerraLaerte SoriniLuciano StefaniniPublished in: ISDA (2009)
Keyphrases
- differential evolution
- evolutionary algorithm
- real option
- optimization algorithm
- differential evolution algorithm
- particle swarm optimization
- convergence speed
- mutation operator
- genetic algorithm
- particle swarm optimization pso
- multi objective optimization
- fuzzy sets
- fuzzy logic
- function optimization problems
- numerical optimization problems
- artificial bee colony
- membership functions
- crossover operator
- solving global optimization problems
- multi objective
- decision making
- life cycle
- evolutionary computation
- fuzzy rules
- decision makers
- game theory
- stochastic process
- rough sets
- global optimization problems
- data mining