Solving dynamic programming problems on a computational grid
Yongyang Cai; Kenneth L. Judd; Greg Thain; Stephen J. Wright
| Year of publication: |
2015
|
|---|---|
| Authors: | Cai, Yongyang ; Judd, Kenneth L. ; Thain, Greg ; Wright, Stephen J. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 45.2015, 2, p. 261-284
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| Subject: | Numerical dynamic programming | Parallel computing | Grid computing | Value function iteration | Dynamic portfolio optimization | Multi-country optimal growth | Dynamische Optimierung | Dynamic programming | Computernetz | Computer network | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Theorie | Theory |
| 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/10011325717