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Approximating the solution of stochastic optimal control problems and the Merton's portfolio selection model
Kafash, Behzad
- In:
Computational economics
54
(
2019
)
2
,
pp. 763-782
Persistent link: https://www.econbiz.de/10012134353
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2
A numerical algorithm for the coupled PDEs control problem
Yuan, Gonglin
;
Li, Xiangrong
- In:
Computational economics
53
(
2019
)
2
,
pp. 697-707
Persistent link: https://www.econbiz.de/10012134850
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3
Pollution control with time-varying model mistrust of the stock dynamics
Gonzalez, Fidel
- In:
Computational economics
51
(
2018
)
3
,
pp. 541-569
Persistent link: https://www.econbiz.de/10011963707
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