Ewald, C. O. and Nolan, C. (2024) On the adaptation of the Lagrange formalism to continuous time stochastic optimal control: a Lagrange-chow redux. Journal of Economic Dynamics and Control, (Accepted for Publication)
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| Item Type: | Articles |
|---|---|
| Keywords: | Lagrange formalism, continuous optimization, dynamic programming, economic growth models, stochastic processes, optimal control, regression-based Monte Carlo methods. |
| Status: | Accepted for Publication |
| Refereed: | Yes |
| Glasgow Author(s) Enlighten ID: | Ewald, Professor Christian and Nolan, Professor Charles |
| Authors: | Ewald, C. O., and Nolan, C. |
| College/School: | College of Social Sciences > Adam Smith Business School > Economics |
| Journal Name: | Journal of Economic Dynamics and Control |
| Publisher: | Elsevier |
| ISSN: | 0165-1889 |
| ISSN (Online): | 1879-1743 |
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