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. DOI: 10.1016/S0165-1889(98)00076-1

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Item Type: Article in Academic Journal
Date Deposited: 20 Jan 2015 11:09
Last Modified: 24 Feb 2021 11:17
DOI: 10.1016/S0165-1889(98)00076-1
ISSN: 01651889
URI: https://irihs.ihs.ac.at/id/eprint/2606

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