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Dynamic programming
backward stochastic differential equation
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breaking the curse of dimensionality
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deep learning
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deep reinforcement learning
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dynamic programming
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finite volume method
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heterogeneous-agent continuous-time model
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the curse of dimensionality
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Exploiting symmetry in high-dimensional dynamic programming
Kahou, Mahdi Ebrahimi
;
Fernández-Villaverde, Jesús
; …
-
2021
with a large (but finite) number of heterogeneous agents using deep learning.
The
"
curse
of
dimensionality
" is avoided due …
Persistent link: https://www.econbiz.de/10012581353
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