Envelope condition method versus endogenous grid method for solving dynamic programming problems
Year of publication: |
2013
|
---|---|
Authors: | Maliar, Lilia ; Maliar, Serguei |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 120.2013, 2, p. 262-266
|
Publisher: |
Elsevier |
Subject: | Numerical dynamic programming | Value function iteration | Endogenous grid | Envelope condition | Curse of dimensionality | Large scale |
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