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Nonlinear programming method for dynamic programming
Cai, Yongyang; Judd, Kenneth L.; Lontzek, Thomas; … - 2013
Persistent link: https://www.econbiz.de/10009749466
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Structural estimation of callers' delay sensitivity in call centers
Akşin, Zeynep; Ata, Barış; Emadi, Seyed Morteza; Su, … - In: Management science : journal of the Institute for … 59 (2013) 12, pp. 2727-2746
Persistent link: https://www.econbiz.de/10010234717
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Comment on "Constrained optimization approaches to estimation of structural models"
Iskhakov, Fedor; Lee, Jinhyuk; Rust, John; Schjerning, … - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 1, pp. 365-370
Persistent link: https://www.econbiz.de/10011552255
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A nonlinear programming method for dynamic programming
Cai, Yongyang; Judd, Kenneth L.; Lontzek, Thomas; … - In: Macroeconomic dynamics 21 (2017) 2, pp. 336-361
Persistent link: https://www.econbiz.de/10011686279
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Nonlinear Programming Method for Dynamic Programming
Cai, Yongyang - 2013
A nonlinear programming formulation is introduced to solve infinite horizon dynamic programming problems. This extends the linear approach to dynamic programming by using ideas from approximation theory to avoid inefficient discretization. Our numerical results show that this nonlinear...
Persistent link: https://www.econbiz.de/10012459628
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Nonlinear Programming Method for Dynamic Programming
Cai, Yongyang - 2013
A nonlinear programming formulation is introduced to solve infinite horizon dynamic programming problems. This extends the linear approach to dynamic programming by using ideas from approximation theory to avoid inefficient discretization. Our numerical results show that this nonlinear...
Persistent link: https://www.econbiz.de/10013082154