Solving Dynamic Programming Problems on a Computational Grid
Year of publication: |
2015
|
---|---|
Authors: | Cai, Yongyang ; Judd, Kenneth ; Thain, Greg ; Wright, Stephen |
Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 45.2015, 2, p. 261-284
|
Publisher: |
Society for Computational Economics - SCE |
Subject: | Numerical dynamic programming | Parallel computing | Grid computing | Value function iteration | Dynamic portfolio optimization | Multi-country optimal growth |
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