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A nonlinear programming method for dynamic programming
Cai, Yongyang; Judd, Kenneth L.; Lontzek, Thomas; … - In: Macroeconomic dynamics 21 (2017) 2, pp. 336-361
Persistent link: https://www.econbiz.de/10011686279
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Nonlinear programming method for dynamic programming
Cai, Yongyang; Judd, Kenneth L.; Lontzek, Thomas; … - 2013
Persistent link: https://www.econbiz.de/10009749466
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Nonlinear Programming Method for Dynamic Programming
Judd, Kenneth L.; Lontzek, Thomas S.; Cai, Yongyang; … - National Bureau of Economic Research (NBER) - 2013
A nonlinear programming formulation is introduced to solve infinite horizon dynamic programming problems. This extends the linear approach to dynamic programming by using ideas from approximation theory to avoid inefficient discretization. Our numerical results show that this nonlinear...
Persistent link: https://www.econbiz.de/10010696622
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Nonlinear Programming Method for Dynamic Programming
Cai, Yongyang - 2013
A nonlinear programming formulation is introduced to solve infinite horizon dynamic programming problems. This extends the linear approach to dynamic programming by using ideas from approximation theory to avoid inefficient discretization. Our numerical results show that this nonlinear...
Persistent link: https://www.econbiz.de/10012459628
Cover Image
Nonlinear Programming Method for Dynamic Programming
Cai, Yongyang - 2013
A nonlinear programming formulation is introduced to solve infinite horizon dynamic programming problems. This extends the linear approach to dynamic programming by using ideas from approximation theory to avoid inefficient discretization. Our numerical results show that this nonlinear...
Persistent link: https://www.econbiz.de/10013082154