Envelope condition method versus endogenous grid method for solving dynamic programming problems
Lilia Maliar; Serguei Maliar
| Year of publication: |
2013
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|---|---|
| Authors: | Maliar, Lilia ; Maliar, Serguei |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 120.2013, 2, p. 262-266
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| Subject: | Numerical dynamic programming | Value function iteration | Endogenous grid | Envelope condition | Curse of dimensionality | Large scale | Dynamische Optimierung | Dynamic programming | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010128297