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Year of publication
Subject
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computational aspects 2 Computational aspects 1 Fractional differential equations 1 Linear quadratic games 1 Multistep methods 1 Stability 1 Trapezoidal method 1 diagnostics 1 heteroscedasticity 1 least weighted squares 1 model selection 1 multivariate statistics 1 open-loop Nash equilibria 1 solvability conditions 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 2 Book / Working Paper 1
Language
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Undetermined 3
Author
All
Engwerda, Jacob C. 1 Garrappa, Roberto 1 Kalina, Jan 1
Institution
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Society for Computational Economics - SCE 1
Published in...
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Computing in Economics and Finance 1996 1 Mathematics and Computers in Simulation (MATCOM) 1 Prague Economic Papers 1
Source
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RePEc 3
Showing 1 - 3 of 3
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On Multivariate Methods in Robust Econometrics
Kalina, Jan - In: Prague Economic Papers 2012 (2012) 1, pp. 69-82
. We describe a modification of linear regression resistant to heteroscedasticity and study its computational aspects. For …
Persistent link: https://www.econbiz.de/10011195573
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Trapezoidal methods for fractional differential equations: Theoretical and computational aspects
Garrappa, Roberto - In: Mathematics and Computers in Simulation (MATCOM) 110 (2015) C, pp. 96-112
analyze the main theoretical properties and we discuss computational aspects to implement efficient algorithms. Numerical …
Persistent link: https://www.econbiz.de/10011264185
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Computational Aspects of the (In)finite Planning Horizon Open-loop Nash Equilibrium in LQ-Games
Engwerda, Jacob C. - Society for Computational Economics - SCE
We will show by means of an example that, stated this way, this assertion is in general not correct. Therefore, we reconsider in this paper first the conditions under which the finite-planning- horizon linear-quadratic differential game has an open-loop Nash equilibrium solution. We present both...
Persistent link: https://www.econbiz.de/10005537539
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