Dynamic programming with shape-preserving rational spline Hermite interpolation

DOI10.1016/J.ECONLET.2012.05.004MaRDI QIDQ1925876zbMATH OpenOpenAlexFDO

Authors Yongyang Cai, Kenneth L. Judd

Publication date 27 December 2012

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2012.05.004

zbMATH Keywords

Hermite interpolationnumerical dynamic programmingrational function splineshape-preserving approximationvalue function iteration

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Dynamic programming (90C39)

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Cites work

• A Modeling Language for Mathematical Programming
• A projected Lagrangian algorithm and its implementation for sparse nonlinear constraints
• Dynamic programming and optimal control. Vol. 1.
• Dynamic programming with shape-preserving rational spline Hermite interpolation
• scientific article; zbMATH DE number 3126094 (Why is no real title available?)
• scientific article; zbMATH DE number 1241609 (Why is no real title available?)
• On Shape Preserving Quadratic Spline Interpolation

Cited in

(5)

• Dynamic programming with shape-preserving rational spline Hermite interpolation
• Solving a savings allocation problem by numerical dynamic programming with shape-preserving interpolation
• Dynamic programming with Hermite approximation
• Shape-preserving dynamic programming
• Envelope condition method versus endogenous grid method for solving dynamic programming problems

Describes a project that uses

Uses Software

• AMPL
• NEOS

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