Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations (Q1927795): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Algorithms for solving dynamic models with occasionally binding constraints / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4369442 / rank | |||
Normal rank |
Latest revision as of 00:49, 6 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations |
scientific article |
Statements
Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations (English)
0 references
2 January 2013
0 references
nonlinear stochastic models
0 references
value function
0 references
parameterized expectations
0 references
Monte Carlo simulations
0 references
numerical solutions
0 references