Investment under uncertainty : calculating the value function when the Bellman equation cannot be solved analytically
Year of publication: |
2004
|
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Authors: | Dangl, Thomas ; Wirl, Franz |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 28.2004, 7, p. 1437-1460
|
Subject: | Investitionsrisiko | Investment risk | Kontrolltheorie | Control theory |
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