An envelope method for solving continuous-time stochastic models with occasionally binding constraints (Q2158325)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An envelope method for solving continuous-time stochastic models with occasionally binding constraints |
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An envelope method for solving continuous-time stochastic models with occasionally binding constraints (English)
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26 July 2022
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numerical methods
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dynamic programming
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envelope condition
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occasionally binding constraints
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