Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach (Q2289885)

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Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach
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    Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach (English)
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    27 January 2020
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    real options portfolio
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    influence diagram
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    simulation-and-regression
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    approximate dynamic programming
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    natural resource investment
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