A numerical method for solving stochastic optimal control problems with linear control (Q429545): Difference between revisions
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Property / cites work: A Collocation Method for Two-Point Boundary Value Problems / rank | |||
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Property / cites work: Collocation with Quadratic and Cubic Splines / rank | |||
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Property / cites work: Spline Function Approximations for Solutions of Ordinary Differential Equations / rank | |||
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Property / cites work: Approximate Solution of the Differential Equation y � � = f(x,y) with Spline Functions / rank | |||
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Property / cites work: Quadratic spline and two-point boundary value problem / rank | |||
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Latest revision as of 08:35, 5 July 2024
scientific article
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English | A numerical method for solving stochastic optimal control problems with linear control |
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A numerical method for solving stochastic optimal control problems with linear control (English)
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19 June 2012
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numerical stochastic optimal control
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dynamic programming
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computational economics
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investment decisions
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