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dc.contributor.author
Peyrl, Helfried
dc.contributor.author
Herzog, Florian
dc.contributor.author
Geering, Hans P.
dc.contributor.editor
Georgi, Julia N.
dc.contributor.editor
Lazakidou, Athina A.
dc.contributor.editor
Otesteanu, Marius
dc.contributor.editor
Niola, Vincenzo
dc.date.accessioned
2017-06-10T10:25:34Z
dc.date.available
2017-06-10T10:25:34Z
dc.date.issued
2005
dc.identifier.isbn
960-8457-37-8
dc.identifier.isbn
978-960-8457-37-9
dc.identifier.uri
http://hdl.handle.net/20.500.11850/57673
dc.language.iso
en
dc.publisher
World Scientific and Engineering Academy and Society (WSEAS)
dc.subject
Stochastic Optimal Control
dc.subject
HJB Equations
dc.subject
Control of Financial Systems
dc.title
Numerical solution of the Hamilton-Jacobi-Bellman equation for stochastic optimal control problems
dc.type
Conference Paper
ethz.book.title
CONTROL'05 Proceedings of the 2005 WSEAS International Conference on Dynamical Systems and Control, Venice, Italy, November 2-4, 2005
ethz.pages.start
489
ethz.pages.end
497
ethz.event
2005 WSEAS International Conference on Dynamical Systems and Control
ethz.event.date
November 2-4, 2005
ethz.publication.place
Stevens Point, WI
ethz.publication.status
published
ethz.leitzahl
03176 - Geering, Hans Peter
ethz.leitzahl.certified
03176 - Geering, Hans Peter
ethz.date.deposited
2017-06-10T10:28:41Z
ethz.source
ECIT
ethz.identifier.importid
imp59364feb621b964960
ethz.ecitpid
pub:92217
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-26T03:49:54Z
ethz.rosetta.lastUpdated
2021-02-14T09:33:53Z
ethz.rosetta.versionExported
true
ethz.COinS
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