OPTCON: an algorithm for the optimal control of nonlinear stochastic models ; user manual
Year of publication: |
1994
|
---|---|
Authors: | Karbuz, Sohbet |
Other Persons: | Matulka, Josef (contributor) ; Neck, Reinhard (contributor) |
Publisher: |
Bielefeld : Univ. Bielefeld, Fak. für Wirtschaftswiss. |
Subject: | Algorithmus | Algorithm | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Mathematische Optimierung | Mathematical programming |
Description of contents: | Table of Contents [gbv.de] |
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Numerical Algorithms for R&D Stochastic Control Models
Leung, Chi Man, (2013)
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Henry-Labordere, Pierre, (2015)
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EM Algorithm and Stochastic Control in Economics
Kou, Steven, (2016)
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OPTCON : an algorithm for the optimal control of nonlinear stochastic models ; user manual
Karbuz, Sohbet, (1994)
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Stochastic control of nonlinear economic models
Neck, Reinhard, (1992)
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Stochastic optimum control of macroeconometric models using the algorithm OPTCON
Neck, Reinhard, (1994)
- More ...