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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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OPTCON3 : an active learning control algorithm for nonlinear quadratic stochastic problems
Blueschke-Nikolaeva, V.; Blueschke, D.; Neck, Reinhard - In: Computational economics 56 (2020) 1, pp. 145-162
Persistent link: https://www.econbiz.de/10012272022
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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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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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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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An optimal stopping problem of detecting entry points for trading modeled by geometric Brownian motion
Liu, Yue; Yang, Aijun; Zhang, Jijian; Yao, Jingjing - In: Computational economics 55 (2020) 3, pp. 827-843
Persistent link: https://www.econbiz.de/10012223679
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Implementing maximum likelihood estimation of empirical matching models : MPEC versus NFXP
Dong, Baiyu; Hsieh, Yu-Wei; Zhang, Xing - In: Computational economics 59 (2022) 1, pp. 71-102
Persistent link: https://www.econbiz.de/10013168922
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Optimal policy response with control parameter and intercept covariance
Gonzalez, Fidel - In: Computational economics 31 (2008) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10003612205
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Quarterly fiscal policy experiments with a multiplier-accelerator model
Kendrick, David A.; Shoukry, George - In: Computational economics 44 (2014) 3, pp. 269-293
Persistent link: https://www.econbiz.de/10010489081
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A non-stationary model of dividend distribution in a stochastic interest-rate setting
Barth, Andrea; Moreno-Bromberg, Santiago; Reichmann, Oleg - In: Computational economics 47 (2016) 3, pp. 447-472
Persistent link: https://www.econbiz.de/10011712413