A Numerical Method for Solving Stochastic Optimal Control Problems with Linear Control
| Year of publication: |
2012
|
|---|---|
| Authors: | Chavanasporn, Walailuck ; Ewald, Christian-Oliver |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 39.2012, 4, p. 429-446
|
| Publisher: |
Society for Computational Economics - SCE |
| Subject: | Numerical stochastic optimal control | Dynamic programming | Computational economics | Investment decisions |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010866814