Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models (Q3101592)
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scientific article; zbMATH DE number 5982407
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| English | Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models |
scientific article; zbMATH DE number 5982407 |
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Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models (English)
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29 November 2011
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stochastic simulation
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generalized stochastic simulation algorithm
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parameterized expectations algorithm
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least absolute deviations
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linear programming
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regularization
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0.8047682642936707
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0.7857343554496765
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0.7845138907432556
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0.7760053277015686
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