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A synthesis of optimal stopping time in compact genetic algorithm based on real options approach.
Sunisa Rimcharoen
Daricha Sutivong
Prabhas Chongstitvatana
Published in:
GECCO (2007)
Keyphrases
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optimal stopping
real option
brownian motion
stochastic process
finite horizon
decision making
decision makers
life cycle
markov chain
stochastic processes
fuzzy logic
neural network
closed form
optimal control
scale space
reinforcement learning
machine learning