Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain
Year of publication: |
2013-09
|
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Authors: | Judd, Kenneth ; Maliar, Lilia ; Valero, Rafael ; Maliar, Serguei |
Institutions: | Instituto Valenciano de Investigaciones Económicas (IVIE) |
Subject: | Smolyak method | sparse grid | adaptive domain | projection | anisotropic grid | collocation | high-dimensional problem |
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