Blar i UiS Brage på forfatter "Yanez Sanchez, Marianne Soledad"
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Impact of risk attitude on optimal IOR initiation time: A case study solved in a sequential decision-making framework powered by machine learning-based non-linear regression
Yanez Sanchez, Marianne Soledad (Master thesis, 2023)The least-squares Monte Carlo algorithm (LSM) is an efficient approximate dynamic programming algorithm for solving sequential decision-making problems, leveraging regression. Previous studies have showcased the LSM workflow ...