Equilibrium models with heterogeneous agents under rational expectations and its numerical solution (Q2656024)
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English | Equilibrium models with heterogeneous agents under rational expectations and its numerical solution |
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Equilibrium models with heterogeneous agents under rational expectations and its numerical solution (English)
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10 March 2021
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economic equilibrium models
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heterogeneous agents
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HJB-KFP PDE system
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complementarity problems
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finite differences methods
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augmented Lagrangian active set
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