On the adaptation of the Lagrange formalism to continuous time stochastic optimal control : a Lagrange-Chow redux
Christian Oliver Ewald, Charles Nolan
| Year of publication: |
2024
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| Authors: | Ewald, Christian ; Nolan, Charles |
| Published in: |
Journal of economic dynamics & control. - Amsterdam : North-Holland Publ. Co., ISSN 0165-1889, ZDB-ID 1460621-5. - Vol. 162.2024, Art.-No. 104855, p. 1-18
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| Subject: | Continuous optimization | Dynamic programming | Economic growth models | Lagrange formalism | Optimal control | Regression-based Monte Carlo methods | Stochastic processes | Dynamische Optimierung | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Monte-Carlo-Simulation | Monte Carlo simulation | Wachstumstheorie | Growth theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2024.104855 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015050299