Kalman filter approach to real options with active learning.
Sebastian SundLars H. SendstadJacco J. J. ThijssenPublished in: Comput. Manag. Sci. (2022)
Keyphrases
- kalman filter
- real option
- active learning
- kalman filtering
- decision makers
- life cycle
- decision making
- state estimation
- particle filter
- machine learning
- learning process
- target tracking
- object tracking
- extended kalman filter
- power plant
- learning algorithm
- mean shift
- training set
- particle filtering
- stochastic process
- state space model
- monte carlo
- dynamic programming
- pattern recognition