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person:"Amman, Hans M."
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Search: subject_exact:"Stochastic control problem"
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Amman, Hans M.
Stein, Jerome L.
44
Ferrari, Giorgio
33
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29
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27
Kort, Peter M.
23
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21
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14
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11
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11
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10
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10
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10
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Research memorandum / Department of Economics, University of Amsterdam
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Computational methods in financial engineering : essays in honour of Manfred Gilli
1
Journal of economic dynamics & control
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Poverty, environment and economic development : Festschrift for Kirit S. Parikh on the occasion of his 60th birthday
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ECONIS (ZBW)
7
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The dual approch in an infinite horizon model with a time-varying parameter
Amman, Hans M.
;
Tucci, Marco Paolo
-
2022
Persistent link: https://www.econbiz.de/10014383483
Saved in:
2
The parameter set in an adaptive control Monte Carlo experiment : some considerations
Tucci, Marco Paolo
;
Kendrick, David A.
;
Amman, Hans M.
- In:
Journal of economic dynamics & control
34
(
2010
)
9
,
pp. 1531-1549
Persistent link: https://www.econbiz.de/10009125860
Saved in:
3
Duali: software for solving stochastic control problems in economics
Kendrick, David A.
;
Tucci, Marco Paolo
;
Amman, Hans M.
- In:
Computational methods in financial engineering : essays …
,
(pp. 393-419)
.
2008
Persistent link: https://www.econbiz.de/10003669746
Saved in:
4
The parameter set in an adaptive control Monte Carlo experiment : some considerations
Tucci, Marco Paolo
;
Kendrick, David A.
;
Amman, Hans M.
-
2007
Persistent link: https://www.econbiz.de/10003825394
Saved in:
5
An analytical numerical method for solving adaptive control models which include forward-looking variables
Achath, Sudhakar
- In:
Poverty, environment and economic development : …
,
(pp. 293-340)
.
1995
Persistent link: https://www.econbiz.de/10001300363
Saved in:
6
Nonconvexities in stochastic control models : an analysis
Amman, Hans M.
;
Kendrick, David A.
-
1992
Persistent link: https://www.econbiz.de/10000837647
Saved in:
7
Applying supercomputers for optimal control on large-sized econometric models
Amman, Hans M.
-
1985
Persistent link: https://www.econbiz.de/10001832648
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