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InfSOCSol2: an Updated MATLAB (R) Package For Approximating the Solution to a Continuous-Time Infinite Horizon Stochastic Optimal Control Problem
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| dc.contributor.author | Azzato, Jeffrey | |
| dc.contributor.author | Krawczyk, Jacek B | |
| dc.date.accessioned | 2008-08-24T21:20:54Z | |
| dc.date.accessioned | 2022-07-06T22:36:17Z | |
| dc.date.available | 2008-08-24T21:20:54Z | |
| dc.date.available | 2022-07-06T22:36:17Z | |
| dc.date.copyright | 2008 | |
| dc.date.issued | 2008 | |
| dc.identifier.uri | https://ir.wgtn.ac.nz/handle/123456789/18965 | |
| dc.description.abstract | This paper describes a suite of MATLAB (R) routines devised to provide an approximately optimal solution to an infinite-horizon stochastic optimal control problem. The suite is an updated version of that described in [Kra01b]. Its routines implement a policy improvement algorithm to optimise a Markov decision chain approximating the original control problem, as described in [Kra01c] | en_NZ |
| dc.format | en_NZ | |
| dc.language.iso | en_NZ | |
| dc.publisher | Te Herenga Waka—Victoria University of Wellington | en_NZ |
| dc.relation.ispartofseries | Working Paper | en_NZ |
| dc.subject | Computational methods | en_NZ |
| dc.subject | Approximating Markov decision chains | en_NZ |
| dc.subject | Economic software | en_NZ |
| dc.subject | Computational economics | en_NZ |
| dc.subject | Stochastic optimal control | en_NZ |
| dc.subject | Computational techniques | en_NZ |
| dc.title | InfSOCSol2: an Updated MATLAB (R) Package For Approximating the Solution to a Continuous-Time Infinite Horizon Stochastic Optimal Control Problem | en_NZ |
| dc.type | Text | en_NZ |
| vuwschema.contributor.unit | School of Economics and Finance | en_NZ |
| vuwschema.subject.anzsrcfor | 149999 Economics not elsewhere classified | en_NZ |
| vuwschema.subject.marsden | 280406 Mathematical Software | en_NZ |
| vuwschema.subject.marsden | 230119 Systems Theory and Control | en_NZ |
| vuwschema.subject.marsden | 340299 Applied Economics n.e.c. | en_NZ |
| vuwschema.subject.marsden | 340402 Econometric and Statistical Methods | en_NZ |
| vuwschema.subject.marsden | 230118 Optimisation | en_NZ |
| vuwschema.type.vuw | Working or Occasional Paper | en_NZ |
| vuwschema.subject.anzsrcforV2 | 389999 Other economics not elsewhere classified | en_NZ |
