Optimal Boundary Surface for Irreversible Investment with Stochastic Costs.

Tiziano De Angelis Salvatore Federico Giorgio Ferrari

Published in: Math. Oper. Res. (2017)

Keyphrases

expected cost
dynamic programming
worst case
monte carlo
total cost
three dimensional
d objects
surface reconstruction
high curvature
average cost
long run
decision making
object boundaries
range data
multistage
surface patches
state dependent
single item
image sequences
stochastic dynamic programming