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Lost in translation : explicitly solving nonlinear stochastic optimal control problems using the median objective value
Savin, Ivan; Blueschke, Dmitri - In: Computational economics 48 (2016) 2, pp. 317-338
Persistent link: https://www.econbiz.de/10011646783
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Optimal Deterministic and Stochastic Macroeconomic Policies for Slovenia: An Application of the OPTCON Algorithm
Neck, Reinhard; Haber, Gottfried; Weyerstrass, Klaus - In: Computational economics 36 (2010) 1, pp. 37-46
Persistent link: https://www.econbiz.de/10008412609
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Optimal deterministic and stochastic macroeconomic policies for Slovenia : an application of the OPTCON algorithm
Neck, Reinhard; Haber, Gottfried; Weyerstrass, Klaus - In: Computational economics 36 (2010) 1, pp. 37-45
Persistent link: https://www.econbiz.de/10003992481
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Stochastic control of linear and nonlinear econometric models : some computational aspects
Blueschke, D.; Blueschke-Nikolaeva, V.; Neck, Reinhard - In: Computational economics 42 (2013) 1, pp. 107-118
Persistent link: https://www.econbiz.de/10009750433
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Approximating solutions for nonlinear dynamic tracking games
Behrens, Doris; Neck, Reinhard - In: Computational economics 45 (2015) 3, pp. 407-433
Persistent link: https://www.econbiz.de/10011414152
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OPTCON3 : an active learning control algorithm for nonlinear quadratic stochastic problems
Blueschke-Nikolaeva, V.; Blueschke, D.; Neck, Reinhard - In: Computational economics 56 (2020) 1, pp. 145-162
Persistent link: https://www.econbiz.de/10012272022