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  • Search: subject:"Economic dynamic stochastic model"
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Year of publication
Subject
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Economic dynamic stochastic model 1 computation of equilibrium 1 decomposition methods 1
Type of publication
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Book / Working Paper 1
Language
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Undetermined 1
Author
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Esteban-Bravo, Mercedes 1 Nogales, F. Javier 1
Institution
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Society for Computational Economics - SCE 1
Published in...
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Computing in Economics and Finance 2005 1
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RePEc 1
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A decomposition method to deflate the curse of dimensionality for dynamic stochastic models
Esteban-Bravo, Mercedes; Nogales, F. Javier - Society for Computational Economics - SCE - 2005
Computing equilibria in dynamic economies is still quite challenging even though the noticeable increase in computing power, storage capacity and new approaches in the literature on computational economics. The solvability of many economic models suffers from the curse of dimensionality, which...
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