Block Jacobi Preconditioning for Solving Dynamic General Equilibrium Models

DOI10.1007/978-3-030-42831-0_11zbMath1451.91105OpenAlexW3030502426MaRDI QIDQ5129794

Arseniy P. Gruzdev, N. B. Mel'nikov

Publication date: 23 October 2020

Published in: Lecture Notes in Control and Information Sciences - Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-42831-0_11

zbMATH Keywords

Newton-Krylov methoddynamic general equilibrium modelspopulation-economy-technology-science model

Mathematics Subject Classification ID

General equilibrium theory (91B50) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

Uses Software

• NITSOL

Cites Work

• Unnamed Item
• Krylov methods for solving models with forward-looking variables
• Iterative solution of linear systems in the 20th century
• Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
• NITSOL: A Newton Iterative Solver for Nonlinear Systems
• Parallel Krylov methods for econometric model simulation

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