Comparing different approaches for solving optimizing models with significant nonlinearities

DOI10.1016/J.MATCOM.2008.01.009MaRDI QIDQ929719zbMATH OpenOpenAlexFDO

Authors Peter J. Stemp, Ric D. Herbert

Publication date 18 June 2008

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2008.01.009

zbMATH Keywords

numerical examplesnonlinear dynamicscomplex-valued eigenvaluessaddle-path instability

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving ordinary differential equations (49J15)

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Cites work

• Algorithms and economic dynamics. Selected papers from the 2nd annual meeting of the Society for Computational Economics, Geneva, Switzerland, 1996
• Assessing two common approaches for solving models with saddle-path instabilities
• Solving non-linear models with saddle-path instabilities
• The Solution of Linear Difference Models under Rational Expectations

Cited in

(4)

• Solving a non-linear model: The importance of model specification for deriving a suitable solution
• Solving non-linear models with saddle-path instabilities
• On comparative-static analysis in numerical nonlinear economic models
• Assessing two common approaches for solving models with saddle-path instabilities

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