Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically (Q953654)
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scientific article; zbMATH DE number 5362805
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically |
scientific article; zbMATH DE number 5362805 |
Statements
Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically (English)
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6 November 2008
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stochastic optimal control
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investment under uncertainty
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projection method
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maintenance
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