Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: a practical guide (Q545158): Difference between revisions
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| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / Mathematics Subject Classification ID: 49L20 / rank | |||
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| Property / Mathematics Subject Classification ID: 93C95 / rank | |||
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| Property / zbMATH DE Number: 5911160 / rank | |||
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dynamic programming | |||
| Property / zbMATH Keywords: dynamic programming / rank | |||
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stochastic optimal control | |||
| Property / zbMATH Keywords: stochastic optimal control / rank | |||
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Hamilton-Jacobi-Bellman equation | |||
| Property / zbMATH Keywords: Hamilton-Jacobi-Bellman equation / rank | |||
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computational economics | |||
| Property / zbMATH Keywords: computational economics / rank | |||
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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 |
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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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