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Search: subject:"value function iteration"
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Large scale
Value function iteration
21
Theorie
19
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value function iteration
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Dynamic programming
14
Dynamische Optimierung
12
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12
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Curse of dimensionality
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Bellman equation
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Portfolio selection
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acceleration
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cubic interpolation
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dynamic programming
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policy function iteration
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stochastic Ramsey model
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Value Function Iteration
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Value-function iteration
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endogenous grid method
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envelope condition method
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extended path
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genetic search
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Maliar, Lilia
5
Maliar, Serguei
5
Arellano, Cristina
1
Tsyrennikov, Viktor
1
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Department of Economics, Brigham Young University
1
Instituto Valenciano de Investigaciones Económicas (IVIE)
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BYU Macroeconomics and Computational Laboratory Working Paper Series
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Economics Letters
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Handbook of computational economics : volume 3
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ECONIS (ZBW)
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1
Envelope Condition Method with an Application to Default Risk Models
Arellano, Cristina
;
Maliar, Lilia
;
Maliar, Serguei
; …
-
Department of Economics, Brigham Young University
-
2014
conventional
value
function
iteration
. ECM has two novel features: First, to reduce the cost, ECM replaces expensive backward …
Persistent link: https://www.econbiz.de/10011273937
Saved in:
2
Envelope condition method versus endogenous grid method for solving dynamic programming problems
Maliar, Lilia
;
Maliar, Serguei
-
Instituto Valenciano de Investigaciones Económicas (IVIE)
-
2013
implement, dominates conventional
value
function
iteration
and is comparable in accuracy and cost to Carroll’s (2005) endogenous …
Persistent link: https://www.econbiz.de/10010698652
Saved in:
3
Chapter 7. Numerical Methods for Large-Scale Dynamic Economic Models
Maliar, Lilia
;
Maliar, Serguei
- In:
Handbook of computational economics : volume 3
,
(pp. 325-477)
.
2014
condition methods that reduce the cost and increase accuracy of
value
function
iteration
. Third, we show precomputation …
Persistent link: https://www.econbiz.de/10014025715
Saved in:
4
Envelope condition method versus endogenous grid method for solving dynamic programming problems
Maliar, Lilia
;
Maliar, Serguei
- In:
Economics letters
120
(
2013
)
2
,
pp. 262-266
Persistent link: https://www.econbiz.de/10010128297
Saved in:
5
Envelope condition method versus endogenous grid method for solving dynamic programming problems
Maliar, Lilia
;
Maliar, Serguei
- In:
Economics Letters
120
(
2013
)
2
,
pp. 262-266
implement, dominates conventional
value
function
iteration
and is comparable in accuracy and cost to Carroll’s (2005) endogenous …
Persistent link: https://www.econbiz.de/10010678837
Saved in:
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