The method of endogenous gridpoints for solving dynamic stochastic optimization problems
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Publication:1929108
DOI10.1016/j.econlet.2005.09.013zbMath1254.91402OpenAlexW3122186737MaRDI QIDQ1929108
Publication date: 7 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: http://www.nber.org/papers/t0309.pdf
dynamic optimizationprecautionary savingstochastic growth modelendogenous gridpointsliquidity constraints
Dynamic programming in optimal control and differential games (49L20) Stochastic programming (90C15) Stochastic models in economics (91B70) Dynamic programming (90C39) Economic growth models (91B62)
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