Multidimensional endogenous gridpoint method : solving triangular dynamic stochastic optimization problems without root-finding operations
Fedor Iskhakov (Center of Excellence of Population Aging Research, CEPAR, University of New South Wales)
| Year of publication: |
October 2015
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| Authors: | Iskhakov, Fedor |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 135.2015, p. 72-76
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| Subject: | Endogenous grid method | Multidimensional continuous choice | Dynamic structural models | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Dynamische Optimierung | Dynamic programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Corrigendum enthalten in: Band 150.2017, Seite 26 |
| Other identifiers: | 10.1016/j.econlet.2015.07.033 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011434897