A numerical method for solving stochastic optimal control problems with linear control (Q429545): Difference between revisions
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Property / Mathematics Subject Classification ID: 91G60 / rank | |||
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Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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Property / Mathematics Subject Classification ID: 91-08 / rank | |||
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Property / zbMATH DE Number: 6048103 / rank | |||
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numerical stochastic optimal control | |||
Property / zbMATH Keywords: numerical stochastic optimal control / rank | |||
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dynamic programming | |||
Property / zbMATH Keywords: dynamic programming / rank | |||
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computational economics | |||
Property / zbMATH Keywords: computational economics / rank | |||
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investment decisions | |||
Property / zbMATH Keywords: investment decisions / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10614-011-9263-1 / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W2135856477 / rank | |||
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Property / cites work | |||
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 | |||
Property / cites work: Q2703816 / 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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links / mardi / name | links / mardi / name | ||
Latest revision as of 08:35, 5 July 2024
scientific article
Language | Label | Description | Also known as |
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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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