The Method of Endogenous Gridpoints for Solving Dynamic Stochastic Optimization Problems

This paper introduces a method for solving numerical dynamic stochastic optimization problems that avoids rootfinding operations. The idea is applicable to many microeconomic and macroeconomic problems, including life cycle, buffer-stock, and stochastic growth problems. Software is provided

Year of publication:	[2021]
Authors:	Carroll, Chris
Publisher:	[S.l.] : SSRN
Subject:	Theorie \| Theory \| Stochastischer Prozess \| Stochastic process \| Mathematische Optimierung \| Mathematical programming

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