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  • Search: subject:"value function iteration"
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Year of publication
Subject
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Value function iteration 21 value function iteration 16 Dynamic programming 15 Dynamische Optimierung 13 Mathematische Optimierung 13 Theorie 13 Mathematical programming 12 Theory 10 Numerical dynamic programming 9 Stochastic process 6 Stochastischer Prozess 6 Curse of dimensionality 5 Endogenous grid 5 Envelope condition 5 Large scale 5 Bellman equation 4 Numerisches Verfahren 4 Portfolio selection 4 Portfolio-Management 4 acceleration 4 cubic interpolation 4 dynamic programming 4 policy function iteration 4 stochastic Ramsey model 4 Aiyagari model 3 Dynamic model 3 Dynamic portfolio optimization 3 Dynamische Wirtschaftstheorie 3 Economic dynamics 3 Estimation theory 3 Euler equation 3 Limited commitment 3 Numerical analysis 3 Parallel computing 3 Risk sharing 3 Schätztheorie 3 Shape-preserving approximation 3 Stopping time 3 Value Function Iteration 3 Value-function iteration 3
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Online availability
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Undetermined 20 Free 18
Type of publication
All
Article 28 Book / Working Paper 15
Type of publication (narrower categories)
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Article in journal 14 Aufsatz in Zeitschrift 14 Working Paper 6 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Article 1 Aufsatz im Buch 1 Book section 1 research-article 1
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Language
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English 26 Undetermined 16 German 1
Author
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Maliar, Lilia 8 Maliar, Serguei 8 Cai, Yongyang 7 Heer, Burkhard 7 Judd, Kenneth L. 6 Maußner, Alfred 5 Elbers, Chris 3 Gunning, Jan Willem 3 Judd, Kenneth 3 Tsener, Inna 3 Vigh, Melinda 3 Zhang, Yuzhe 3 Broadie, Mark 2 Hwang, In Chang 2 Kirkby, Robert 2 Maussner, Alfred 2 Pál, Jenő 2 Shen, Weiwei 2 Stachurski, John 2 Thain, Greg 2 Arapakis, Karolos 1 Arcidiacono, Peter 1 Arellano, Cristina 1 Bayer, Patrick J. 1 Bugni, Federico A. 1 Chen, Yuanyuan 1 Fowler, Stuart 1 Galindev, Ragchaasuren 1 Garlappi, Lorenzo 1 Gordon, Grey 1 James, Jonathan 1 Lkhagvasuren, Damba 1 Peri, Alessandro 1 Qiu, Shi 1 Skoulakis, Georgios 1 Tsyrennikov, Viktor 1 Wright, Stephen 1 Wright, Stephen J. 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 CESifo 2 Center for Applied Economics and Policy Research (CAEPR), Department of Economics 1 Department of Economics, Brigham Young University 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 Tinbergen Instituut 1
Published in...
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Computational economics 6 MPRA Paper 3 CESifo Working Paper 2 CESifo Working Paper Series 2 Computational Economics 2 Economics Letters 2 Handbook of computational economics : volume 3 2 Journal of Economic Dynamics and Control 2 Journal of economic dynamics & control 2 Quantitative economics : QE ; journal of the Econometric Society 2 Annual review of resource economics 1 BYU Macroeconomics and Computational Laboratory Working Paper Series 1 CESifo working papers 1 Caepr Working Papers 1 Computational Management Science : CMS 1 Computational Statistics 1 Discussion paper / Tinbergen Institute 1 Discussion papers in economics / Center for Economic Analysis, Department of Economics, University of Colorado at Boulder : Working paper 1 Economics letters 1 International journal of theoretical and applied finance 1 Jahrbücher für Nationalökonomie und Statistik 1 Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) 1 Mathematical Methods of Operations Research 1 Quantitative Economics 1 Structural econometric models 1 Tinbergen Institute Discussion Paper 1 Tinbergen Institute Discussion Papers 1 Working Papers. Serie AD 1
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Source
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ECONIS (ZBW) 20 RePEc 18 EconStor 4 Other ZBW resources 1
Showing 11 - 20 of 43
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A toolkit for Value Function Iteration
Kirkby, Robert - In: Computational economics 49 (2017) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10011751812
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Convergence of discretized value function iteration
Kirkby, Robert - In: Computational economics 49 (2017) 1, pp. 117-153
Persistent link: https://www.econbiz.de/10011751819
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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
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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
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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
Persistent link: https://www.econbiz.de/10011804961
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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
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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
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Investment under Risk with Discrete and Continuous Assets
Elbers, Chris; Gunning, Jan Willem; Vigh, Melinda - 2009
, then propose a solution method that relies on value function iteration. Finally, in an example we show how our algorithm …
Persistent link: https://www.econbiz.de/10010325850
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Cover Image
Investment under Risk with Discrete and Continuous Assets
Elbers, Chris; Gunning, Jan Willem; Vigh, Melinda - Tinbergen Instituut - 2009
, then propose a solution method that relies on value function iteration. Finally, in an example we show how our algorithm …
Persistent link: https://www.econbiz.de/10011256814
Saved in:
Cover Image
Investment under risk with discrete and continuous assets
Elbers, Chris; Gunning, Jan Willem; Vigh, Melinda - 2009
, then propose a solution method that relies on value function iteration. Finally, in an example we show how our algorithm …
Persistent link: https://www.econbiz.de/10011378329
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