A Numerical Method for Solving Stochastic Optimal Control Problems with Linear Control
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Volume (Year): 39 (2012)
Issue (Month): 4 (April)
Pages: 429-446
| Handle: | RePEc:kap:compec:v:39:y:2012:i:4:p:429-446 |
| DOI: | 10.1007/s10614-011-9263-1 |
| Contact details of provider: | Web page: http://www.springer.com Web page: http://www.comp-econ.org/
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| Order Information: | Web: http://www.springer.com/economics/economic+theory/journal/10614/PS2 |
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Pindyck, Robert S., 1993.
"Investments of uncertain cost,"
Journal of Financial Economics,
Elsevier, vol. 34(1), pages 53-76, August.
- Robert S. Pindyck, 1992. "Investments of Uncertain Cost," NBER Working Papers 4175, National Bureau of Economic Research, Inc.
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