A dynamic programming approach for quickly estimating large network-based MEV models
We propose a way to estimate a family of static Multivariate Extreme Value (MEV) models with large choice sets in short computational time. The resulting model is also straightforward and fast to use for prediction. Following Daly and Bierlaire (2006), the correlation structure is defined by a roote...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2017
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/sis_research/5284 https://ink.library.smu.edu.sg/context/sis_research/article/6287/viewcontent/1_s2.0_S0191261515302216_main.pdf |
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| Institution: | Singapore Management University |
| Language: | English |