Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: a practical guide (Q545158): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: a practical guide	scientific article

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instance of

scholarly article

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title

Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: a practical guide (English)

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zbMATH Open document ID

1215.93149

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DOI

10.1016/j.mathsocsci.2011.03.001

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author

Christian-Oliver Ewald

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Wen-Kai Wang

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published in

Mathematical Social Sciences

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publication date

22 June 2011

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Mathematics Subject Classification ID

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dynamic programming

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stochastic optimal control

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Hamilton-Jacobi-Bellman equation

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computational economics

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.mathsocsci.2011.03.001

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OpenAlex ID

W3125013396

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cites work

Dynamic nonpoint-source pollution control policy: ambient transfers and uncertainty

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Q4821531

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Q4328564

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Controlled Markov processes and viscosity solutions

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Stochastic differential game model of a common property fishery

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Stochastic differential equations. An introduction with applications.

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A stochastic differential Fishery game for a two species fish population with ecological interaction

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Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model

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Q4255599

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Sitelinks

Mathematics(1 entry)

mardi Publication:545158

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+dynamic programming
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+stochastic optimal control
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+Hamilton-Jacobi-Bellman equation
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+computational economics
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@@ Property / cites work @@
+Q4328564
@@ Property / cites work: Q4328564 / rank @@
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@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
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@@ Property / cites work @@
+Stochastic differential game model of a common property fishery
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@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
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@@ Property / cites work @@
+A stochastic differential Fishery game for a two species fish population with ecological interaction
+Normal rank
@@ Property / cites work @@
+Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model
+Normal rank
@@ Property / cites work @@
+Q4255599
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