Numerical policy error bounds for -concave stochastic dynamic programming with non-interior solutions
Huiyu Li
| Year of publication: |
August 2015
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| Authors: | Li, Huiyu |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 46.2015, 2, p. 171-187
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| Subject: | Accuracy test | Computable policy error bound | Noninterior solution | Euler equation error | Theorie | Theory | Dynamische Optimierung | Dynamic programming | Statistischer Fehler | Statistical error | Variationsrechnung | Variational method | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-014-9460-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011478449