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A general endogenous grid method for multi-dimensional models with non-convexities and constraints
Druedahl, Jeppe; Jørgensen, Thomas H. - In: Journal of economic dynamics & control 74 (2017), pp. 87-107
Persistent link: https://www.econbiz.de/10011740487
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The method of endogenous gridpoints with occasionally binding constraints among endogenous variables
Hintermaier, Thomas; Koeniger, Winfried - In: Journal of economic dynamics & control 34 (2010) 10, pp. 2075-2088
Persistent link: https://www.econbiz.de/10009126816
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Mitigation of the Lucas critique with stochastic control methods
Amman, Hans M.; Kendrick, David A. - In: Journal of economic dynamics & control 27 (2003) 11/12, pp. 2035-2057
Persistent link: https://www.econbiz.de/10001768882
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A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy
Fonseca, José da; Malevergne, Yannick - In: Journal of economic dynamics & control 128 (2021), pp. 1-34
Persistent link: https://www.econbiz.de/10012628258
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Optimizing high-dimensional stochastic forestry via reinforcement learning
Tahvonen, Olli; Suominen, Antti; Malo, Pekka; … - In: Journal of economic dynamics & control 145 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013543249
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Explicit investment rules with time-to-build and uncertainty
Aïd, René; Federico, Salvatore; Pham, Huyên; … - In: Journal of economic dynamics & control 51 (2015), pp. 240-256
Persistent link: https://www.econbiz.de/10011474400
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Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
Zeng, Yan; Li, Danping; Chen, Zheng; Yang, Zhou - In: Journal of economic dynamics & control 88 (2018), pp. 70-103
Persistent link: https://www.econbiz.de/10011973926
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Stochastic intertemporal duality : an application to investment under uncertainty
Krysiak, Frank C. - In: Journal of economic dynamics & control 30 (2006) 8, pp. 1363-1387
Persistent link: https://www.econbiz.de/10003349920
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Small noise methods for risk-sensitive/robust economies
Anderson, Ewan W.; Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of economic dynamics & control 36 (2012) 4, pp. 468-500
Persistent link: https://www.econbiz.de/10009554345
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Mortgage loan portfolio optimization using multi-stage stochastic programming
Rasmussen, Kourosh Marjani; Clausen, Jens - In: Journal of economic dynamics & control 31 (2007) 3, pp. 742-766
Persistent link: https://www.econbiz.de/10003421535