مرکز منطقه ای اطلاع رساني علوم و فناوري - Solving higher-dimensional continuous-time stochastic control problems by value function regression

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 :

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 :