Decision regions for natural resource investment under uncertainty

Lecture Notes in Engineering and Computer Science

Volumn 2, Issue , 2014, Pages 916-921

  Mortazavi Naeini, Mohammad ^a   Tarnopolskaya, Tanya ^a   Bao, Chenming ^a  

^a CSIRO   (Australia)

Author keywords

Least squares monte carlo; Real options; Stochastic dynamic programming; Time dependent decision rules

Indexed keywords

GENETIC ALGORITHMS; MONTE CARLO METHODS; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC SYSTEMS;

DECISION RULES; INVESTMENT UNDER UNCERTAINTY; LEAST SQUARE; MINERAL EXTRACTION; MONTE CARLO APPROACH; OPTIMAL STRATEGIES; REAL OPTIONS; STOCHASTIC DYNAMIC PROGRAMMING;

DYNAMIC PROGRAMMING;

EID: 84907384454     PISSN: 20780958     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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