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Latest revision as of 00:49, 6 July 2024

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Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations
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    Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations (English)
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    2 January 2013
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    nonlinear stochastic models
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    value function
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    parameterized expectations
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    Monte Carlo simulations
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    numerical solutions
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