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Approximating the solution of stochastic optimal control problems and the Merton's portfolio selection model
Kafash, Behzad - In: Computational economics 54 (2019) 2, pp. 763-782
Persistent link: https://www.econbiz.de/10012134353
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How robust is robust control in discrete time?
Tucci, Marco Paolo - In: Computational economics 58 (2021) 2, pp. 279-309
Persistent link: https://www.econbiz.de/10012614989
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Lost in translation : explicitly solving nonlinear stochastic optimal control problems using the median objective value
Savin, Ivan; Blueschke, Dmitri - In: Computational economics 48 (2016) 2, pp. 317-338
Persistent link: https://www.econbiz.de/10011646783
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Economic study of problems of depletion of several interrelated non-renewable resources
García-Rubio, Raquel; Bayón, L.; Otero, J. A.; … - In: Computational economics 48 (2016) 3, pp. 503-521
Persistent link: https://www.econbiz.de/10011712530
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An evolutionary approach to passive learning in optimal control problems
Blueschke, D.; Savin, I.; Blueschke-Nikolaeva, V. - In: Computational economics 56 (2020) 3, pp. 659-673
Persistent link: https://www.econbiz.de/10012390419
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A novel high dimensional fitted scheme for stochastic optimal control problems
Dleuna Nyoumbi, Christelle; Tambue, Antoine - In: Computational economics 61 (2023) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10014228389
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Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?
Binsbergen, Jules H. van; Brandt, Michael W. - In: Computational economics 29 (2007) 3/4, pp. 355-367
Persistent link: https://www.econbiz.de/10003493819
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Intertemporal asset allocation when the underlying factors are unobservable
Chiarella, Carl; Hsiao, Chih-ying; Semmler, Willi - In: Computational economics 29 (2007) 3/4, pp. 383-418
Persistent link: https://www.econbiz.de/10003493821
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Solving dynamic programming problems on a computational grid
Cai, Yongyang; Judd, Kenneth L.; Thain, Greg; Wright, … - In: Computational economics 45 (2015) 2, pp. 261-284
Persistent link: https://www.econbiz.de/10011325717
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Solving high-dimensional dynamic portfolio choice models with hierarchical B-splines on sparse grids
Schober, Peter; Valentin, Julian; Pflüger, Dirk - In: Computational economics 59 (2022) 1, pp. 185-224
Persistent link: https://www.econbiz.de/10013168972