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Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?
Binsbergen, Jules H. van; Brandt, Michael W. - In: Computational economics 29 (2007) 3/4, pp. 355-367
Persistent link: https://www.econbiz.de/10003493819
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Emergent heterogeneity in keyword valuation in sponsored search markets : a closer-to-practice perspective
Gupta, Agam; Saha, Biswatosh; Sarkar, Uttam K. - In: Computational economics 50 (2017) 4, pp. 687-710
Persistent link: https://www.econbiz.de/10011783474
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Solving stochastic dynamic programming problems : a mixed complementarity approach
Chang, Wonjun; Ferris, Michael C.; Kim, Youngdae; … - In: Computational economics 55 (2020) 3, pp. 925-955
Persistent link: https://www.econbiz.de/10012223687
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Continuous state dynamic programming via nonexpansive approximation
Stachurski, John - In: Computational economics 31 (2008) 2, pp. 141-160
Persistent link: https://www.econbiz.de/10003685961
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Asset pricing with dynamic programming
Grüne, Lars; Semmler, Willi - In: Computational economics 29 (2007) 3/4, pp. 233-265
Persistent link: https://www.econbiz.de/10003493770
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Intertemporal asset allocation when the underlying factors are unobservable
Chiarella, Carl; Hsiao, Chih-ying; Semmler, Willi - In: Computational economics 29 (2007) 3/4, pp. 383-418
Persistent link: https://www.econbiz.de/10003493821
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Solving dynamic programming problems on a computational grid
Cai, Yongyang; Judd, Kenneth L.; Thain, Greg; Wright, … - In: Computational economics 45 (2015) 2, pp. 261-284
Persistent link: https://www.econbiz.de/10011325717
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Massively parallel computation using graphics processors with application to optimal experimentation in dynamic control
Morozov, Sergei; Mathur, Sudhanshu - In: Computational economics 40 (2012) 2, pp. 151-182
Persistent link: https://www.econbiz.de/10009627475
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Spatial dynamics of optimal management in bioeconomic systems
Aadland, David; Sims, Charles; Finnoff, David - In: Computational economics 45 (2015) 4, pp. 545-577
Persistent link: https://www.econbiz.de/10011440957
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Numerical policy error bounds for -concave stochastic dynamic programming with non-interior solutions
Li, Huiyu - In: Computational economics 46 (2015) 2, pp. 171-187
Persistent link: https://www.econbiz.de/10011478449