Optimal decision policy for real options under general Markovian dynamics.

Gonzalo Cortazar Lorenzo Naranjo Felipe Sainz

Published in: Eur. J. Oper. Res. (2021)

Keyphrases

real option
decision makers
decision making
dynamic programming
machine learning
expected cost
allocation policy
decision process
influence diagrams
worst case
artificial neural networks
optimal solution
non stationary
optimal policy
control system
genetic algorithm
data mining