A numerical method for solving stochastic optimal control problems with linear control (Q429545): Difference between revisions
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| Property / cites work: Collocation with Quadratic and Cubic Splines / 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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical method for solving stochastic optimal control problems with linear control |
scientific article |
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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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