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A numerical method for solving stochastic optimal control problems with linear control
Chavanasporn, Walailuck
;
Ewald, Christian-Oliver
- In:
Computational economics
39
(
2012
)
4
,
pp. 429-446
Persistent link: https://www.econbiz.de/10009540913
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2
A Numerical Method for Solving Stochastic Optimal Control Problems with Linear Control
Chavanasporn, Walailuck
;
Ewald, Christian-Oliver
- In:
Computational economics
39
(
2012
)
4
,
pp. 429-447
Persistent link: https://www.econbiz.de/10009841941
Saved in:
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