On the adaptation of the Lagrange formalism to continuous time stochastic optimal control: a Lagrange-Chow redux (Q6572635)
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scientific article; zbMATH DE number 7881210
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the adaptation of the Lagrange formalism to continuous time stochastic optimal control: a Lagrange-Chow redux |
scientific article; zbMATH DE number 7881210 |
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On the adaptation of the Lagrange formalism to continuous time stochastic optimal control: a Lagrange-Chow redux (English)
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16 July 2024
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Lagrange formalism
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continuous optimization
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dynamic programming
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economic growth models
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stochastic processes
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optimal control
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regression-based Monte Carlo methods
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