Optimized radial basis function neural network for improving approximate dynamic programming in pricing high dimensional options.
Ehsan HajizadehMasoud MahootchiPublished in: Neural Comput. Appl. (2018)
Keyphrases
- approximate dynamic programming
- radial basis function neural network
- high dimensional
- rbfnn
- linear program
- pattern classification
- radial basis function
- dynamic programming
- reinforcement learning
- step size
- sensitivity analysis
- multilayer perceptron
- neural network
- back propagation
- rbf neural network
- control policy
- linear programming
- average cost
- genetic algorithm
- data fusion
- optimization algorithm
- rbf network
- search algorithm
- objective function