Solving higher-dimensional continuous-time stochastic control problems by value function regression
Year of publication: |
1999
|
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Authors: | Reiter, Michael |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 23.1999, 9/10, p. 1329-1353
|
Subject: | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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