A numerical method for solving stochastic optimal control problems with linear control (Q429545)
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scientific article; zbMATH DE number 6048103
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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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