Volume 27, Issue 4 | Computational Economics

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Volume 27, Issue 4

June 2006

Special Issue on Stochastic Optimization

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6 articles in this issue

Guest Editorial: Special Issue on Stochastic Optimization
Marco P. Tucci
EditorialNotes 10 June 2006 Pages: 431 - 432
Approximate Policy Optimization and Adaptive Control in Regression Models
Jiarui Han
Tze Leung Lai
Viktor Spivakovsky
OriginalPaper 13 June 2006 Pages: 433 - 452
A Classification System for Economic Stochastic Control Models
David A. Kendrick
Hans M. Amman
OriginalPaper 25 May 2006 Pages: 453 - 481
Parameter Uncertainty and Policy Intensity: Some Extensions and Suggestions for Further Work
P. Ruben Mercado
David A. Kendrick
OriginalPaper 25 May 2006 Pages: 483 - 496
Monte Carlo Estimation of a Joint Density Using Malliavin Calculus, and Application to American Options
Moez Mrad
Nizar Touzi
Amina Zeghal
OriginalPaper 25 May 2006 Pages: 497 - 531
Understanding the Difference Between Robust Control and Optimal Control in a Linear Discrete-Time System with Time-Varying Parameters
MARCO P. TUCCI
OriginalPaper 25 May 2006 Pages: 533 - 558