Pages that link to "Item:Q1856015"
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The following pages link to The Markov chain approximation approach for numerical solution of stochastic control problems: experiences from Merton's problem. (Q1856015):
Displaying 4 items.
- Applications of Markov chain approximation methods to optimal control problems in economics (Q2097976) (← links)
- Duality-based a posteriori error estimates for some approximation schemes for optimal investment problems (Q2212323) (← links)
- Optimal Market Making in the Foreign Exchange Market (Q2786211) (← links)
- The State Equations Methods for Stochastic Control Problems (Q3071784) (← links)