A method to pre-compile numerical integrals when solving stochastic dynamic problems
Karolos Arapakis
| Year of publication: |
2023
|
|---|---|
| Authors: | Arapakis, Karolos |
| Subject: | Endogenous grid method | Numerical integration | Numerical methods | Pre-compilation | Value function iteration | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Numerisches Verfahren | Numerical analysis | Stochastischer Prozess | Stochastic process | Dynamische Optimierung | Dynamic programming |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-021-10221-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014228454