On the adaptation of the Lagrange formalism to continuous time stochastic optimal control: a Lagrange-Chow redux
type: Item
instance of: scholarly article
title: On the adaptation of the Lagrange formalism to continuous time stochastic optimal control: a Lagrange-Chow redux
author: Christian-Oliver Ewald
author: Charles Nolan
publication date: 2024-07-16T00:00:00Z
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7881210
zbMATH Keywords: Lagrange formalism
zbMATH Keywords: continuous optimization
zbMATH Keywords: dynamic programming
zbMATH Keywords: economic growth models
zbMATH Keywords: stochastic processes
zbMATH Keywords: optimal control
zbMATH Keywords: regression-based Monte Carlo methods
MaRDI profile type: Publication
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published in: Journal of Economic Dynamics and Control
DOI: 10.1016/J.JEDC.2024.104855
description: scientific article; zbMATH DE number 7881210