Evolutionary multi-stage financial scenario tree generation
Ronald HochreiterPublished in: CoRR (2009)
Keyphrases
- multistage
- production system
- single stage
- phylogenetic trees
- dynamic programming
- stochastic optimization
- stochastic programming
- tree structure
- evolutionary computation
- attack detection
- lot streaming
- lot sizing
- tree structures
- genetic algorithm
- optimal policy
- sufficient conditions
- integer programming
- finite horizon
- linear programming
- reinforcement learning
- fitness evaluation
- machine learning