Chow's method of optimal control: A numerical solution

DOI10.1016/S0165-1889(96)00005-XMaRDI QIDQ1391762zbMATH OpenFDO

Authors Yum K. Kwan, Gregory C. Chow

Publication date 23 July 1998

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

zbMATH Keywords

dynamic optimizationlinearizationsLagrange method

Mathematics Subject Classification ID

Linearizations (93B18) Optimal stochastic control (93E20) Numerical methods based on necessary conditions (49M05)

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Cites work

• scientific article; zbMATH DE number 3854294 (Why is no real title available?)
• scientific article; zbMATH DE number 3435336 (Why is no real title available?)
• Integral equations. Theory and numerical treatment
• Optimal control without solving the Bellman equation
• Projection methods for solving aggregate growth models
• The Deferred Approach to the Limit for Eigenvalues of Integral Equations

Cited in

(2)

• On the adaptation of the Lagrange formalism to continuous time stochastic optimal control: a Lagrange-Chow redux
• Generalized maximum entropy estimation of dynamic programming models with sample selection bias

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