In the digital age, supercomputing has become an indispensable resource for fostering innovation, economic growth and social cohesion in Europe. Supercomputing has become an indispensable resource in the digital age, thereby transforming research, businesses and our daily lives. It strongly...

This paper introduces a nonlinear certainty-equivalent approximation method for dynamic stochastic problems. We first introduce a novel, stable, and efficient method for computing the decision rules in deterministic dynamic economic problems. We use the results as nonlinear and global...