Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models (Q3101592): Difference between revisions
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Latest revision as of 10:41, 5 March 2024
scientific article
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English | Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models |
scientific article |
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Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models (English)
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29 November 2011
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stochastic simulation
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generalized stochastic simulation algorithm
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parameterized expectations algorithm
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least absolute deviations
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linear programming
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regularization
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