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Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically

Thomas Dangl and Franz Wirl

Journal of Economic Dynamics and Control, 2004, vol. 28, issue 7, 1437-1460

Date: 2004
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Journal of Economic Dynamics and Control is currently edited by J. Bullard, C. Chiarella, H. Dawid, C. H. Hommes, P. Klein and C. Otrok

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