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~person:"Hwang, In Chang"
~person:"Shen, Weiwei"
~subject:"Value function iteration"
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Value function iteration
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Hwang, In Chang
Shen, Weiwei
Cai, Yongyang
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Computational Management Science : CMS
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A recursive method for solving a climate-economy model : value function iterations with logarithmic approximations
Hwang, In Chang
- In:
Computational economics
50
(
2017
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10011762215
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2
Numerical solutions to dynamic portfolio problems with upper bounds
Broadie, Mark
;
Shen, Weiwei
- In:
Computational Management Science : CMS
14
(
2017
)
2
,
pp. 215-227
Persistent link: https://www.econbiz.de/10011710759
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