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Search: subject:"value function iteration"
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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
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5
Envelope condition
5
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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
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3
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3
Dynamische Wirtschaftstheorie
3
Economic dynamics
3
Estimation theory
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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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28
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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
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1
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1
Bayer, Patrick J.
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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.
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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
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Computational economics
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2
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Handbook of computational economics : volume 3
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Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)
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Mathematical Methods of Operations Research
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1
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ECONIS (ZBW)
20
RePEc
18
EconStor
4
Other ZBW resources
1
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11
A toolkit for
Value
Function
Iteration
Kirkby, Robert
- In:
Computational economics
49
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011751812
Saved in:
12
Convergence of discretized
value
function
iteration
Kirkby, Robert
- In:
Computational economics
49
(
2017
)
1
,
pp. 117-153
Persistent link: https://www.econbiz.de/10011751819
Saved in:
13
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
Saved in:
14
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
Saved in:
15
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
Saved in:
16
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
Saved in:
17
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
Saved in:
18
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
Saved in:
19
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:
20
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
Saved in:
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