Hedging Point for Non-Markovian Piecewise Deterministic Production Processes.

Philippe Ciprut Max-Olivier Hongler Yves Salama

Published in: Discret. Event Dyn. Syst. (1998)

Keyphrases

production processes
production process
reinforcement learning
black box
transaction costs
option pricing
multi agent
risk management
piecewise linear
exchange rate
stochastic process
decision processes