Solving Higher-Dimensional Continuous Time Stochastic Control Problems by Value Function Interpolation
| Authors: | Reiter, Michael |
|---|---|
| Institutions: | Society for Computational Economics - SCE |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance, 1997 Number 135 |
| Source: |
Persistent link: https://www.econbiz.de/10005706464