Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically (Q953654)

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Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically
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    Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically (English)
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    6 November 2008
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    stochastic optimal control
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    investment under uncertainty
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    projection method
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    maintenance
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