A numerical method for solving stochastic optimal control problems with linear control (Q429545): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+-08
@@ Property / Mathematics Subject Classification ID: 91-08 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6048103
@@ Property / zbMATH DE Number: 6048103 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+numerical stochastic optimal control
@@ Property / zbMATH Keywords: numerical stochastic optimal control / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dynamic programming
@@ Property / zbMATH Keywords: dynamic programming / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+computational economics
@@ Property / zbMATH Keywords: computational economics / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+investment decisions
@@ Property / zbMATH Keywords: investment decisions / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10614-011-9263-1
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@@ Property / OpenAlex ID @@
+W2135856477
@@ Property / OpenAlex ID: W2135856477 / rank @@
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@@ Property / cites work @@
+A Collocation Method for Two-Point Boundary Value Problems
+Normal rank
@@ Property / cites work @@
+Collocation with Quadratic and Cubic Splines
@@ Property / cites work: Collocation with Quadratic and Cubic Splines / rank @@
+Normal rank
@@ Property / cites work @@
+Q2703816
@@ Property / cites work: Q2703816 / rank @@
+Normal rank
@@ Property / cites work @@
+Spline Function Approximations for Solutions of Ordinary Differential Equations
+Normal rank
@@ Property / cites work @@
+Approximate Solution of the Differential Equation y � � = f(x,y) with Spline Functions
+Normal rank
@@ Property / cites work @@
+Quadratic spline and two-point boundary value problem
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:429545