A numerical method for solving stochastic optimal control problems with linear control (Q429545)
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scientific article; zbMATH DE number 6048103
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A numerical method for solving stochastic optimal control problems with linear control |
scientific article; zbMATH DE number 6048103 |
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A numerical method for solving stochastic optimal control problems with linear control (English)
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19 June 2012
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numerical stochastic optimal control
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dynamic programming
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computational economics
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investment decisions
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0.8355068564414978
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0.8154536485671997
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0.801933765411377
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0.7995883822441101
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