Is there a curse of dimensionality for contraction fixed points in the worst case?
Year of publication: |
2002
|
---|---|
Authors: | Rust, John ; Traub, J. F. ; Woźniakowski, H. |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 70.2002, 1, p. 285-329
|
Subject: | Finanzmathematik | Mathematical finance | CAPM | Dynamische Optimierung | Dynamic programming | Rationale Erwartung | Rational expectations | Theorie | Theory |
-
Is There a Curse of Dimensionality for Contraction Fixed Points in the Worst Case?
Rust, John P., (2002)
-
Stock Market Volatility and Mathematical Expectations
James, Robert G., (2019)
-
Dynamic probabilistic selling when customers have boundedly rational expectations
Huang, Tingliang, (2021)
- More ...
-
Complexity of linear programming
Traub, J. F., (1982)
-
Is There a Curse of Dimensionality for Contraction Fixed Points in the Worst Case?
Rust, J., (2002)
-
New Results on Deterministic Pricing of Financial Derivatives
Papageorgiou, A., (1996)
- More ...