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~isPartOf:"Lecture notes in economics and mathematical systems : LNEMS"
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A novel high dimensional fitted scheme for stochastic optimal control problems
Dleuna Nyoumbi, Christelle
;
Tambue, Antoine
- In:
Computational economics
61
(
2023
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10014228389
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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
Saved in:
3
Control systems and mathematical methods in economics : essays in honor of Vladimir M. Veliov
Feichtinger, Gustav
(
ed.
);
Kovacevic, Raimund
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10011861059
Saved in:
4
A numerical method for solving stochastic optimal control problems with linear control
Chavanasporn, Walailuck
;
Ewald, Christian-Oliver
- In:
Computational economics
39
(
2012
)
4
,
pp. 429-446
Persistent link: https://www.econbiz.de/10009540913
Saved in:
5
Recent advances in optimization
Seeger, Alberto
(
ed.
)
-
2006
Persistent link: https://www.econbiz.de/10003000922
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