How to solve dynamic stochastic models computing expectations just once
Kenneth L. Judd, Lilia Maliar, Serguei Maliar, Inna Tsener
| Year of publication: |
November 2017
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| Authors: | Judd, Kenneth L. ; Maliar, Lilia ; Maliar, Serguei ; Tsener, Inna |
| Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - New York, NY : Soc., ISSN 1759-7323, ZDB-ID 2530322-3. - Vol. 8.2017, 3, p. 851-893
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| Subject: | Dynamic model | precomputation | numerical integration | dynamic programming | value function iteration | Bellman equation | Euler equation | envelope condition method | endogenous grid method | Aiyagari model | Dynamische Optimierung | Dynamic programming | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Variationsrechnung | Variational method | Dynamische Wirtschaftstheorie | Economic dynamics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3982/QE329 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011804961