Solving higher-dimensional continuous-time stochastic control problems by value function regression

Journal of Economic Dynamics and Control

Volumn 23, Issue 9-10, 1999, Pages 1329-1353

  Reiter, Michael ^a  

^a DEPARTMENT OF ECONOMICS AND BUSINESS   (Spain)

Author keywords

Approximation; Dynamic programming; Stochastic control

Indexed keywords

EID: 0033195811     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(98)00076-1     Document Type: Article

References (12)

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