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~person:"Arellano, Cristina"
~person:"Pál, Jenő"
~subject:"Dynamische Optimierung"
~subject:"Value function iteration"
~subject:"extended path"
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Dynamische Optimierung
Value function iteration
extended path
Dynamic programming
3
Monte Carlo
2
Bellman equation
1
Curse of dimensionality
1
Default risk
1
Endogenous grid
1
Envelope condition
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Arellano, Cristina
Pál, Jenő
Cai, Yongyang
7
Maliar, Lilia
7
Maliar, Serguei
7
Heer, Burkhard
5
Judd, Kenneth L.
5
Maußner, Alfred
4
Judd, Kenneth
3
Broadie, Mark
2
Elbers, Chris
2
Gunning, Jan Willem
2
Shen, Weiwei
2
Stachurski, John
2
Thain, Greg
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Tsener, Inna
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Vigh, Melinda
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Arapakis, Karolos
1
Chen, Yuanyuan
1
Fowler, Stuart
1
Garlappi, Lorenzo
1
Hwang, In Chang
1
Kirkby, Robert
1
Maussner, Alfred
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Peri, Alessandro
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Skoulakis, Georgios
1
Tsyrennikov, Viktor
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Wright, Stephen J.
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Department of Economics, Brigham Young University
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BYU Macroeconomics and Computational Laboratory Working Paper Series
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Journal of Economic Dynamics and Control
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Journal of economic dynamics & control
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ECONIS (ZBW)
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Envelope Condition Method with an Application to Default Risk Models
Arellano, Cristina
;
Maliar, Lilia
;
Maliar, Serguei
; …
-
Department of Economics, Brigham Young University
-
2014
conventional
value
function
iteration
. ECM has two novel features: First, to reduce the cost, ECM replaces expensive backward …
Persistent link: https://www.econbiz.de/10011273937
Saved in:
2
Fitted
value
function
iteration
with probability one contractions
Pál, Jenő
;
Stachurski, John
- In:
Journal of economic dynamics & control
37
(
2013
)
1
,
pp. 251-264
Persistent link: https://www.econbiz.de/10009703597
Saved in:
3
Fitted
value
function
iteration
with probability one contractions
Pál, Jenő
;
Stachurski, John
- In:
Journal of Economic Dynamics and Control
37
(
2013
)
1
,
pp. 251-264
This paper studies a
value
function
iteration
algorithm based on nonexpansive function approximation and Monte Carlo …
Persistent link: https://www.econbiz.de/10011051986
Saved in:
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