A Numerical Method for Solving Stochastic Optimal Control Problems with Linear Control
| Year of publication: |
2012
|
|---|---|
| Authors: | Chavanasporn, Walailuck ; Ewald, Christian-Oliver |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 39.2012, 4, p. 429-447
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