Characterization of optimal solutions of uncertainty investment problem.
E. AmmarH. A. KhalifaPublished in: Appl. Math. Comput. (2005)
Keyphrases
- optimal solution
- real option
- risk aversion
- decision making
- search space
- inherent uncertainty
- efficient solutions
- decision theory
- objective function
- lower bound
- branch and bound
- total cost
- risk averse
- solution space
- life cycle
- long run
- conditional probabilities
- real time
- linear programming
- decision makers
- special case
- artificial intelligence
- learning algorithm