Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations (Q1927795)
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scientific article; zbMATH DE number 6120875
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| English | Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations |
scientific article; zbMATH DE number 6120875 |
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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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0.8805911
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0.8788716
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0.8762431
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0.8705621
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0.86935264
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