Similar Search Results

Linear estimation and stochastic control

Davis, Mark H. A. - 1977 - 1. publ.

Persistent link: https://www.econbiz.de/10000089406

Operations research proceedings 1999 : selected papers of the Symposium on Operations Research (SOR '99), Magdeburg, September 1 - 3, 1999

Inderfurth, Karl (ed.) - 2000

Persistent link: https://www.econbiz.de/10001458679

Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment

Yang, Liu; Liang, Yanzi; Lan, Xinchen; Lu, Zheng - In: Finance research letters 64 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10014531668

Numerical experiments in linear control theory using generalized x-y equations

Casti, J.; Kirschner, O. - 1975

Persistent link: https://www.econbiz.de/10001986990

Applications of Markov Chain Approximation Methods to Optimal Control Problems in Economics

Phelan, Thomas; Eslami, Keyvan - 2021

In this paper we explore some of the benefits of using the finite-state Markov chain approximation (MCA) method of Kushner and Dupuis (2001) to solve continuous-time optimal control problems. We first show that the implicit finite-difference scheme of Achdou et al. (2017) amounts to a limiting...

Persistent link: https://www.econbiz.de/10013247069