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A fast upper envelope scan method for discrete-continuous dynamic programming
Dobrescu, Loretti Isabella; Shanker, Akshay - 2023
Persistent link: https://www.econbiz.de/10013534359
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Adapting to climate change : an analysis under uncertainty
García-León, David - 2016
composition of the optimal mix as both persuade the risk-averse social planner to invest more in mitigation. Overall, we identify …
Persistent link: https://www.econbiz.de/10011451547
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On maximin optimization problems & the rate of discount : a simple dynamic programming argument
Drugeon, Jean-Pierre; Ha-Huy, Thai; Thi Do Hanh Nguyen - 2018
Persistent link: https://www.econbiz.de/10011995578
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Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming
Rincón-Zapatero, Juan Pablo - 2022 - This Version: March 7, 2022
Persistent link: https://www.econbiz.de/10013449090
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Limited factors and why optimal growth has led to destruction
Camacho, Carmen; Ruan, Weihua; Zou, Benteng - 2025
Persistent link: https://www.econbiz.de/10015191324
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Systematic systemic stress tests
Breuer, Thomas; Summer, Martin - 2018
Persistent link: https://www.econbiz.de/10011984002
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Soil pollution diffusion in a spatial agricultural economy
Camacho, Carmen; Cornet, Alexandre - 2020
Persistent link: https://www.econbiz.de/10012268382
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Markov-chain approximations for life-cycle models
Fella, Giulio; Gallipoli, Giovanni; Pan, Jutong - 2017
Non-stationary income processes are standard in quantitative life-cycle models, prompted by the observation that within-cohort income inequality increases with age. This paper generalizes Tauchen (1986) and Rouwenhorst's (1995) discretization methods to non-stationary AR(1) processes. We...
Persistent link: https://www.econbiz.de/10011694754
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Measuring value-at-risk for mortgage backed securities
Jakobsen, Svend - 1995
Persistent link: https://www.econbiz.de/10000922088
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Risk allocation under liquidity constraints
Csóka, Péter; Herings, Peter Jean-Jacques - 2014
Risk allocation games are cooperative games that are used to attribute the risk of a financial entity to its divisions …. In this paper, we extend the literature on risk allocation games by incorporating liquidity considerations. A liquidity … financial entity may have to liquidate part of its assets, which is costly. The definition of a risk allocation game under …
Persistent link: https://www.econbiz.de/10010350439