Chow's method of optimal control: A numerical solution

DOI10.1016/S0165-1889(96)00005-XzbMath0958.93096MaRDI QIDQ1391762

Yum K. Kwan, Gregory C. Chow

Publication date: 23 July 1998

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

dynamic optimizationlinearizationsLagrange method

Mathematics Subject Classification ID

Numerical methods based on necessary conditions (49M05) Linearizations (93B18) Optimal stochastic control (93E20)

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Cites Work

• Projection methods for solving aggregate growth models
• Integral equations. Theory and numerical treatment
• Optimal control without solving the Bellman equation
• The Deferred Approach to the Limit for Eigenvalues of Integral Equations
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