R: Optimise Expected Utility

optimise.eu.sim.model

R Documentation

Optimise Expected Utility

optimise.eu method for objects of class sim.model.

## S3 method for class 'sim.model'
optimise.eu(model, start, method = "L-BFGS-B",
lower = -Inf, upper = Inf, control = list())

`model`	A simulation model object returned by `eval.on.grid`, `fit.gpr` or `fit.loess`. Specifying any method other than `"Grid"` requires that the object has been obtained from `fit.gpr` or `fit.loess`.
`start`	The start value when performing the search for a maximum. Passed on to `optim`.
`method`	The optimisation method to be used. Must be one of `"Nelder-Mead"`, `"BFGS"`, `"CG"`, `"L-BFGS-B"`, `"SANN"`, `"Brent"` or `"Grid"`.
`lower`	A numeric, atomic vector giving the lower limits for the decision variables when performing the maximisation.
`upper`	A numeric, atomic vector giving the upper limits for the decision variables when performing the maximisation.
`control`	A list of control parameters passed on to `optim`.

See optimise.eu for further documentation.