An Approximated Solution to Continuous-Time Stochastic Optimal Control Problems Through Markov Decision Chains
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Note: Type of Document - LaTeX; prepared on UNIX; to print on PostScript; pages: 38 ; figures: included
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Cited by:
- Azzato, Jeffrey & Krawczyk, Jacek, 2006. "SOCSol4L An improved MATLAB package for approximating the solution to a continuous-time stochastic optimal control problem," MPRA Paper 1179, University Library of Munich, Germany.
- Azzato, Jeffrey & Krawczyk, Jacek B & Sissons, Christopher, 2011. "On loss-avoiding lump-sum pension optimization with contingent targets," Working Paper Series 18552, Victoria University of Wellington, School of Economics and Finance.
- Marco Guerrazzi & Pier Giuseppe Giribone, 2022.
"The dynamics of working hours and wages under implicit contracts,"
Bulletin of Economic Research, Wiley Blackwell, vol. 74(4), pages 1075-1094, October.
- Guerrazzi, Marco & Giribone, Pier Giuseppe, 2019. "The dynamics of working hours and wages under implicit contracts," MPRA Paper 95978, University Library of Munich, Germany.
- Guerrazzi, Marco & Giribone, Pier Giuseppe, 2021. "The Dynamics of Working Hours and Wages Under Implicit Contracts," GLO Discussion Paper Series 818, Global Labor Organization (GLO).
- Jacek B. Krawczyk, 2000. "A Markovian Approximated Solution To A Portfolio Management Problem," Computing in Economics and Finance 2000 233, Society for Computational Economics.
- Azzato, Jeffrey & Krawczyk, Jacek B & Sissons, Christopher, 2011. "On loss-avoiding lump-sum pension optimization with contingent targets," Working Paper Series 1532, Victoria University of Wellington, School of Economics and Finance.
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Keywords
Approximating Markov decision chains; simple noise discretisation. Natural resource valuation.;JEL classification:
- C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D92 - Microeconomics - - Micro-Based Behavioral Economics - - - Intertemporal Firm Choice, Investment, Capacity, and Financing
- Q25 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Renewable Resources and Conservation - - - Water
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