Abstract
In the application of optimal control techniques to management problem, numerical methods are often used to implement the solution due to the intrinsic complexity of the problems, which prevents from obtaining qualitative information on the system’s behavior. In spite of the large amount of research done in computational methods for optimal control, the part concerning management problems is rather small.
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© 2001 Springer Science+Business Media Dordrecht
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Cossin, D., Aparicio, F.M. (2001). Numerical Approaches. In: Optimal Control of Credit Risk. Advances in Computational Management Science, vol 3. Springer, Boston, MA. https://doi.org/10.1007/978-1-4615-1393-3_7
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DOI: https://doi.org/10.1007/978-1-4615-1393-3_7
Publisher Name: Springer, Boston, MA
Print ISBN: 978-1-4613-5531-1
Online ISBN: 978-1-4615-1393-3
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