Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations (Q1927795)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations |
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Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations (English)
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2 January 2013
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nonlinear stochastic models
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value function
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parameterized expectations
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Monte Carlo simulations
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numerical solutions
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