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Computational economics
European journal of operational research : EJOR
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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