Solving nonlinear stochastic optimal control problems using evolutionary heuristic optimization
Year of publication: |
2013-12-20
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Authors: | Savin, Ivan ; Blueschke, Dmitri |
Institutions: | Wirtschaftswissenschaftliche Fakultät, Friedrich-Schiller-Universität Jena |
Subject: | Differential evolution | stochstic problems | nonlinear optimization | optimal control |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2013-051 |
Classification: | c54 ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; E27 - Forecasting and Simulation ; E61 - Policy Objectives; Policy Designs and Consistency; Policy Coordination ; E63 - Comparative or Joint Analysis of Fiscal and Monetary Policy; Stabilization |
Source: |
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Blueschke, Dmitri, (2015)
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Solving nonlinear stochastic optimal control problems using evolutionary heuristic optimization
Blueschke, Dmitri, (2013)
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Solving nonlinear stochastic optimal control problems using evolutionary heuristic optimization
Blueschke, Dmitri, (2013)
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