Recover dynamic utility from observable process: Application to the economic equilibrium

N El Karoui, M Mrad - SIAM Journal on Financial Mathematics, 2021‏ - SIAM
Decision making under uncertainty is generally considered as the selection of an optimal
sequence of actions in an uncertain environment. Its calibration raises the “inverse” problem …

[PDF][PDF] Additive Models with Sparse Convexity Patterns

YJYJ Choe - 2014‏ - pdfs.semanticscholar.org
Additive Models with Sparse Convexity Patterns Page 1 Introduction MISOCP Formulation
Lasso Formulation Demo Additive Models with Sparse Convexity Patterns YJ Choe The …

[فهرست منابع][C] INFERENCE ON HIGH DIMENSIONAL DISCRETE CHOICE MODEL