Applications of Markov chain approximation methods to optimal control problems in economics
Year of publication: |
2022
|
---|---|
Authors: | Phelan, Thomas ; Eslami, Keyvan |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 143.2022, p. 1-29
|
Subject: | Financial frictions | Dynamic programming | Markov chain approximation | Numerical methods | Markov-Kette | Markov chain | Mathematische Optimierung | Mathematical programming | Dynamische Optimierung | Kontrolltheorie | Control theory |
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