Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: a practical guide (Q545158): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
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| English | Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: a practical guide |
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Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: a practical guide (English)
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22 June 2011
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dynamic programming
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stochastic optimal control
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Hamilton-Jacobi-Bellman equation
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computational economics
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