Title of article
Solving higher-dimensional continuous-time stochastic control problems by value function regression
Author/Authors
Michael Reiter، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
25
From page
1329
To page
1353
Keywords
Dynamic programming , Stochastic control , approximation
Journal title
Journal of Economic Dynamics and Control
Serial Year
1999
Journal title
Journal of Economic Dynamics and Control
Record number
237680
Link To Document