Showing 1 - 10 of 1,781
Persistent link: https://www.econbiz.de/10010381847
Persistent link: https://www.econbiz.de/10009550529
Persistent link: https://www.econbiz.de/10014555556
A number of optimal decision problems with uncertainty can be formulated into a stochastic optimal control framework. The Least-Squares Monte Carlo (LSMC) algorithm is a popular numerical method to approach solutions of such stochastic control problems as analytical solutions are not tractable...
Persistent link: https://www.econbiz.de/10012894503
Persistent link: https://www.econbiz.de/10009298518
Persistent link: https://www.econbiz.de/10011334061
Persistent link: https://www.econbiz.de/10012233493
Persistent link: https://www.econbiz.de/10002169380
Persistent link: https://www.econbiz.de/10009621221
Persistent link: https://www.econbiz.de/10010345230