مرکز منطقه ای اطلاع رساني علوم و فناوري - Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically

Title of article :

Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically

Author/Authors :

Thomas Dangl، نويسنده , , Franz Wirl، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

1437

To page :

1460

Keywords :

Projection method , Maintenance , Stochastic optimal control , Investment under uncertainty

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2004

Journal title :

Journal of Economic Dynamics and Control

Record number :

238706

Link To Document :