Complexity of solution structures in nonlinear pricing.
Kimmo BergPublished in: Ann. Oper. Res. (2013)
Keyphrases
- complementarity problems
- linear equations
- decision making
- computational complexity
- upper bound
- integer programming
- linear systems
- linear approximation
- data sets
- feature space
- high dimensional
- worst case
- decision problems
- closed form
- optimal control
- space complexity
- optimal solution
- boundary value problem
- numerical integration