A dynamic programming approach for quickly estimating large network-based MEV models

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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書目詳細資料
Main Authors:	MAI, Tien, FREJINGER, Emma, FOSGEREAU, Mogens, BASTIN, Fabian
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2017
主題:	Multivariate extreme value models Dynamic programming Discrete choice Maximum likelihood estimation Nested fixed point algorithm Value iteration OS and Networks Programming Languages and Compilers
在線閱讀:	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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機構:	Singapore Management University
語言:	English

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