Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: a practical guide (Q545158): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 93E20 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 49L20 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 93C95 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 5911160 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
dynamic programming | |||
Property / zbMATH Keywords: dynamic programming / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
stochastic optimal control | |||
Property / zbMATH Keywords: stochastic optimal control / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Hamilton-Jacobi-Bellman equation | |||
Property / zbMATH Keywords: Hamilton-Jacobi-Bellman equation / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
computational economics | |||
Property / zbMATH Keywords: computational economics / rank | |||
Normal rank |
Revision as of 12:14, 1 July 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: a practical guide |
scientific article |
Statements
Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: a practical guide (English)
0 references
22 June 2011
0 references
dynamic programming
0 references
stochastic optimal control
0 references
Hamilton-Jacobi-Bellman equation
0 references
computational economics
0 references