Solving higher-dimensional continuous-time stochastic control problems by value function regression (Q1960551)
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scientific article; zbMATH DE number 1387450
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving higher-dimensional continuous-time stochastic control problems by value function regression |
scientific article; zbMATH DE number 1387450 |
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Solving higher-dimensional continuous-time stochastic control problems by value function regression (English)
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12 January 2000
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stochastic control
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continuous time
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finite difference scheme
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