A general endogenous grid method for multi-dimensional models with non-convexities and constraints (Q1655668)

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scientific article; zbMATH DE number 6915636
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    A general endogenous grid method for multi-dimensional models with non-convexities and constraints
    scientific article; zbMATH DE number 6915636

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      A general endogenous grid method for multi-dimensional models with non-convexities and constraints (English)
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      9 August 2018
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      endogenous grid method
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      post-decision states
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      stochastic dynamic programming
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      continuous and discrete choices
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      occasionally binding constraints
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