"The Markov chain approximation approach for numerical solution of ..."

Claus Munk (2003)

> Home

Details and statistics

DOI: 10.1016/S0096-3003(02)00016-4

access: closed

type: Journal Article

metadata version: 2020-02-21

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/amc/Munk03
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/amc/Munk03
Claus Munk:
The Markov chain approximation approach for numerical solution of stochastic control problems: experiences from Merton's problem. Appl. Math. Comput. 136(1): 47-77 (2003)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.