Approximating High-dimensional Dynamic Models: Sieve Value Function Iteration (Q5133530)

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scientific article; zbMATH DE number 7272409
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Approximating High-dimensional Dynamic Models: Sieve Value Function Iteration
scientific article; zbMATH DE number 7272409

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    Approximating High-dimensional Dynamic Models: Sieve Value Function Iteration (English)
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    10 November 2020
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    large state space
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    dynamic decision problem
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    sieve approximation
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    value function
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    value function iteration
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