Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: a practical guide (Q545158)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: a practical guide |
scientific article; zbMATH DE number 5911160
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: a practical guide |
scientific article; zbMATH DE number 5911160 |
Statements
Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: a practical guide (English)
0 references
22 June 2011
0 references
dynamic programming
0 references
stochastic optimal control
0 references
Hamilton-Jacobi-Bellman equation
0 references
computational economics
0 references
0 references
0 references
0.8035538792610168
0 references
0.8006032109260559
0 references
0.7924231290817261
0 references
0.7914085984230042
0 references
