Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically (Q953654): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q161399 |
Changed an Item |
||
| Property / author | |||
| Property / author: Franz Wirl / rank | |||
Normal rank | |||
Revision as of 20:51, 9 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically |
scientific article |
Statements
Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically (English)
0 references
6 November 2008
0 references
stochastic optimal control
0 references
investment under uncertainty
0 references
projection method
0 references
maintenance
0 references
