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

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Latest revision as of 08:35, 5 July 2024

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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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