An envelope method for solving continuous-time stochastic models with occasionally binding constraints
Neil White
| Year of publication: |
2022
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|---|---|
| Authors: | White, Neil |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 214.2022, p. 1-4
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| Subject: | Dynamic programming | Envelope condition | Numerical methods | Occasionally binding constraints | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Dynamische Optimierung | DSGE-Modell | DSGE model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2022.110434 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013448141