Robust Markov Decision Processes for Pricing a Portfolio of Real Options. Rahimian, H., Boostani, A., & Modarres, M. In Proceedings of the 7th International Industrial Engineering Conference, 2010.
bibtex   
@inProceedings{
 title = {Robust Markov Decision Processes for Pricing a Portfolio of Real Options},
 type = {inProceedings},
 year = {2010},
 keywords = {dynamic programming,real options,robust optimization},
 city = {Isfahan, Iran},
 id = {0c781b50-39c4-34f1-b206-4b3f0eac6201},
 created = {2017-07-14T14:23:17.586Z},
 file_attached = {false},
 profile_id = {d7121f64-6ea0-3e8a-b632-bb20cabbd208},
 last_modified = {2018-10-01T21:53:42.924Z},
 read = {false},
 starred = {false},
 authored = {true},
 confirmed = {true},
 hidden = {false},
 citation_key = {rahimian2010a},
 source_type = {inproceedings},
 private_publication = {false},
 bibtype = {inProceedings},
 author = {Rahimian, H and Boostani, A and Modarres, M},
 booktitle = {Proceedings of the 7th International Industrial Engineering Conference}
}

Downloads: 0