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 |
| Contact details of provider: | Web page: http://www.springerlink.com/link.asp?id=100248 More information through EDIRC
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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.:
- Robert S. Pindyck, 1992.
"Investments of Uncertain Cost,"
NBER Working Papers
4175, National Bureau of Economic Research, Inc.
- Pindyck, Robert S., 1993. "Investments of uncertain cost," Journal of Financial Economics, Elsevier, vol. 34(1), pages 53-76, August.
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