Applications of Markov chain approximation methods to optimal control problems in economics
Year of publication: |
2021
|
---|---|
Authors: | Phelan, Thomas ; Eslami, Keyvan |
Publisher: |
[Cleveland, OH] : Federal Reserve Bank of Cleveland |
Subject: | Dynamic programming | financial frictions | Markov-Kette | Markov chain | Dynamische Optimierung | Mathematische Optimierung | Mathematical programming | Kontrolltheorie | Control theory |
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