Eumsi.optimize: Find optimal entry location per expected inverse utility

In balachia/pcSoftmaxPack: Softmax competitions calculations

Description

Find optimal entry location per expected inverse utility

Usage

Eumsi.optimize(
  vgrid,
  xgrid,
  term.last.optim = c(-4, 4),
  gh.rule = fastGHQuad::gaussHermiteData(30),
  ...
)

Arguments

vgrid	values of other competitors
xgrid	positions of other competitors
term.last.optim	locations of last optima at terminals
gh.rule	Gauss-Hermite rule to use across intergrations
...	arguments passed to further functions

balachia/pcSoftmaxPack documentation built on Dec. 19, 2021, 6:41 a.m.