Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically
type: Item
instance of: scholarly article
title: Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically
zbMATH Open document ID: 1200.91277
DOI: 10.1016/S0165-1889(03)00110-6
author: Thomas Dangl
author: Franz Wirl
publication date: 2008-11-06T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 49L25
Mathematics Subject Classification ID: 91B06
zbMATH DE Number: 5362805
zbMATH Keywords: stochastic optimal control
zbMATH Keywords: investment under uncertainty
zbMATH Keywords: projection method
zbMATH Keywords: maintenance
Wikidata QID: Q59212034
MaRDI profile type: Publication
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published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5362805