Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically (Q953654)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5362805
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically |
scientific article; zbMATH DE number 5362805 |
Statements
Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically (English)
0 references
6 November 2008
0 references
stochastic optimal control
0 references
investment under uncertainty
0 references
projection method
0 references
maintenance
0 references
0.7681746482849121
0 references
0.7578281760215759
0 references
0.7533252239227295
0 references
