Optimal grid selection for the numerical solution of dynamic stochastic optimization problems
Karsten O. Chipeniuk
| Year of publication: |
2020
|
|---|---|
| Authors: | Chipeniuk, Karsten O. |
| Subject: | Numerical approximation | Heterogeneous agents | Incomplete markets | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Unvollkommener Markt | Incomplete market | Numerisches Verfahren | Numerical analysis | Agentenbasierte Modellierung | Agent-based modeling | Dynamische Optimierung | Dynamic programming |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-019-09953-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012390486