A bias-corrected least-squares Monte Carlo for solving multi-period utility models (Q2157230)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bias-corrected least-squares Monte Carlo for solving multi-period utility models |
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A bias-corrected least-squares Monte Carlo for solving multi-period utility models (English)
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27 July 2022
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dynamic programming
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least-squares Monte Carlo
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control randomisation
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stochastic control
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life-cycle expected utility modelling
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