Continuous vs. discrete time: some computational insights
From MaRDI portal
Publication:2102869
DOI10.1016/j.jedc.2022.104522OpenAlexW4295242572MaRDI QIDQ2102869
Publication date: 12 December 2022
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104522
Cites Work
- Unnamed Item
- Unnamed Item
- Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm and non-stochastic simulations
- Handbook of computational economics. Vol. 1
- Applications of Markov chain approximation methods to optimal control problems in economics
- On the Convergence of Policy Iteration in Stationary Dynamic Programming
- Convergence Properties of Policy Iteration
- Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach
- Discounted Dynamic Programming
- Using the Sequence‐Space Jacobian to Solve and Estimate Heterogeneous‐Agent Models