Equilibrium models with heterogeneous agents under rational expectations and its numerical solution (Q2656024)

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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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