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Finding Equilibrium in a Financial Model by Solving a Variational Inequality Problem.

Vyacheslav KalashnikovNataliya I. KalashnykovaFelipe de Jesus Castillo Perez
Published in: MCO (1) (2015)
Keyphrases
  • traffic assignment
  • variational inequalities
  • sensitivity analysis
  • probabilistic model
  • reinforcement learning
  • state space
  • em algorithm
  • mixture model
  • fixed point
  • variational inequality problems