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~subject:"Endogenous grid"
~subject:"Mathematical programming"
~subject:"Value function iteration"
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Endogenous grid
Mathematical programming
Value function iteration
Theorie
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value function iteration
16
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14
Dynamische Optimierung
12
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acceleration
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cubic interpolation
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stochastic Ramsey model
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Cai, Yongyang
7
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5
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5
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3
Judd, Kenneth L.
3
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2
Heer, Burkhard
2
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2
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2
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1
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1
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1
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1
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ECONIS (ZBW)
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1
A method to pre-compile numerical integrals when solving stochastic dynamic problems
Arapakis, Karolos
- In:
Computational economics
61
(
2023
)
2
,
pp. 593-610
Persistent link: https://www.econbiz.de/10014228454
Saved in:
2
A hardware approach to
value
function
iteration
Peri, Alessandro
-
2019
Persistent link: https://www.econbiz.de/10012041953
Saved in:
3
Computational methods in environmental and resource economics
Cai, Yongyang
- In:
Annual review of resource economics
11
(
2019
),
pp. 59-82
Persistent link: https://www.econbiz.de/10012624062
Saved in:
4
Envelope Condition Method with an Application to Default Risk Models
Arellano, Cristina
;
Maliar, Lilia
;
Maliar, Serguei
; …
-
Department of Economics, Brigham Young University
-
2014
conventional
value
function
iteration
. ECM has two novel features: First, to reduce the cost, ECM replaces expensive backward …
Persistent link: https://www.econbiz.de/10011273937
Saved in:
5
Envelope condition method versus endogenous grid method for solving dynamic programming problems
Maliar, Lilia
;
Maliar, Serguei
-
Instituto Valenciano de Investigaciones Económicas (IVIE)
-
2013
implement, dominates conventional
value
function
iteration
and is comparable in accuracy and cost to Carroll’s (2005) endogenous …
Persistent link: https://www.econbiz.de/10010698652
Saved in:
6
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
Saved in:
7
Convergence of discretized
value
function
iteration
Kirkby, Robert
- In:
Computational economics
49
(
2017
)
1
,
pp. 117-153
Persistent link: https://www.econbiz.de/10011751819
Saved in:
8
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
Saved in:
9
High-dimensional portfolio optimization with transaction costs
Broadie, Mark
;
Shen, Weiwei
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-49
Persistent link: https://www.econbiz.de/10011523840
Saved in:
10
Hybrid perturbation-projection method for solving DSGE asset pricing models
Chen, Yuanyuan
;
Fowler, Stuart
- In:
Computational economics
48
(
2016
)
4
,
pp. 649-667
Persistent link: https://www.econbiz.de/10011713096
Saved in:
1
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