Solving higher-dimensional continuous-time stochastic control problems by value function regression

Reiter, MichaelORCID: https://orcid.org/0000-0001-9490-8746 (1999) Solving higher-dimensional continuous-time stochastic control problems by value function regression. Journal of Economic Dynamics and Control, 23 (9-10), pp. 1329-1353. https://doi.org/10.1016/S0165-1889%2898%2900076-1

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Item Type:	Article in Academic Journal
Date Deposited:	20 Jan 2015 11:09
Last Modified:	19 Sep 2024 08:49
DOI:	10.1016/S0165-1889(98)00076-1
ISSN:	01651889
URI:	https://irihs.ihs.ac.at/id/eprint/2606

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