Search Results - subject:"function iteration"

Value function iteration without the curse of dimensionality

Dennis, Richard J. - 2026 - This version: January, 2026

Persistent link: https://www.econbiz.de/10015604814

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

Analytic policy function iteration

Han, Zhao; Tan, Fei; Wu, Jieran - In: Journal of economic theory 200 (2022), pp. 1-44

Persistent link: https://www.econbiz.de/10013192718

Optimal investment strategies for pension funds with regulation-conform dynamic pension payment management in the absence of guarantees

Lichtenstern, Andreas; Zagst, Rudi - In: European Actuarial Journal 12 (2021) 2, pp. 647-700

, for computational reasons, a policy function iteration algorithm is introduced to find a stationary solution to the …

Persistent link: https://www.econbiz.de/10014502072

How to solve dynamic stochastic models computing expectations just once

Judd, Kenneth L.; Maliar, Lilia; Maliar, Serguei; … - In: Quantitative economics : QE ; journal of the … 8 (2017) 3, pp. 851-893

We introduce a computational technique- precomputation of integrals - that makes it possible to construct conditional expectation functions in dynamic stochastic models in the initial stage of a solution procedure. This technique is very general: it works for a broad class of approximating...

Persistent link: https://www.econbiz.de/10011801654