Binder, Michael; Pesaran, M Hashem; Samiei, S Hossein - In: Computational Economics 15 (2000) 1-2, pp. 25-57
This paper considers the solution of nonlinear rational expectations models resulting from the optimality conditions of a finite-horizon intertemporal optimization problem satisfying Bellman's principle of optimality (and possibly involving inequality constraints). A backward recursive procedure...