Solving stochastic dynamic programming problems : a mixed complementarity approach
Wonjun Chang, Michael C. Ferris, Youngdae Kim, Thomas F. Rutherford
| Year of publication: |
2020
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|---|---|
| Authors: | Chang, Wonjun ; Ferris, Michael C. ; Kim, Youngdae ; Rutherford, Thomas F. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 55.2020, 3, p. 925-955
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| Subject: | Dynamic Programming | Computable general equilibrium | Complementarity | Computational methods | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Allgemeines Gleichgewicht | General equilibrium | Dynamische Optimierung | Dynamic programming | CGE-Modell | CGE model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-019-09921-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012223687