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

✍ Scribed by Michael Reiter

• Book ID: 104293652
• Publisher: Elsevier Science
• Year: 1999
• Tongue: English
• Weight: 201 KB
• Volume: 23
• Category: Article
• ISSN: 0165-1889
• DOI: 10.1016/s0165-1889(98)00076-1