Dynamic programming with Hermite approximation
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Cites work
- scientific article; zbMATH DE number 3126094 (Why is no real title available?)
- scientific article; zbMATH DE number 48688 (Why is no real title available?)
- scientific article; zbMATH DE number 1241609 (Why is no real title available?)
- scientific article; zbMATH DE number 1971713 (Why is no real title available?)
- scientific article; zbMATH DE number 5066287 (Why is no real title available?)
- A Modeling Language for Mathematical Programming
- A framework algorithm to compute optimal asset allocation for retirement with behavioral utilities
- Approximate Dynamic Programming
- Computational suite of models with heterogeneous agents II: multi-country real business cycle models
- Dynamic programming and optimal control. Vol. 1.
- Dynamic programming with shape-preserving rational spline Hermite interpolation
- Improved Dynamic Programming Methods for Optimal Control of Lumped-Parameter Stochastic Systems
- Is There a Curse of Dimensionality for Contraction Fixed Points in the Worst Case?
- Kestrel: an interface from optimization modeling systems to the NEOS server
- Multi-country real business cycle models: accuracy tests and test bench
- Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
- On Shape Preserving Quadratic Spline Interpolation
- On the optimal convergence rate of universal and nonuniversal algorithms for multivariate integration and approximation
- SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
- SPLINE APPROXIMATIONS TO VALUE FUNCTIONS
- Shape-preserving dynamic programming
- Solving a savings allocation problem by numerical dynamic programming with shape-preserving interpolation
- Solving the multi-country real business cycle model using a Smolyak-collocation method
- Tapping the supercomputer under your desk: solving dynamic equilibrium models with graphics processors
- Using Randomization to Break the Curse of Dimensionality
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