A general endogenous grid method for multi-dimensional models with non-convexities and constraints
Jeppe Druedahl, Thomas Høgholm Jørgensen
| Year of publication: |
January 2017
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|---|---|
| Authors: | Druedahl, Jeppe ; Jørgensen, Thomas H. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 74.2017, p. 87-107
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| Subject: | Endogenous grid method | Post-decision states | Stochastic dynamic programming | Continuous and discrete choices | Occasionally binding constraints | Dynamische Optimierung | Dynamic programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2016.11.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011740487