Applications of stochastic optimal control/dynamic programming to international finance and debt crises
β Scribed by Jerome L. Stein
- Publisher
- Elsevier Science
- Year
- 2005
- Tongue
- English
- Weight
- 181 KB
- Volume
- 63
- Category
- Article
- ISSN
- 0362-546X
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
This paper describes the solution to inventory forecasting problems using a statistical perspective of the high-dimensional continuous-state stochastic dynamic programming (SDP) optimization model. In particular, the accuracy of the OA=MARS SDP solution method (Chen et al., 1999, Oper. Res., to appe
Application of the methods of control theory to industrial problems demands a match of the necessary computational tools to the actual financial constraints. The development of suboptimal control algorithms allows performance gains that were limited in the past to installations with extensive comput