Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models (Q3101592)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models |
scientific article |
Statements
Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models (English)
0 references
29 November 2011
0 references
stochastic simulation
0 references
generalized stochastic simulation algorithm
0 references
parameterized expectations algorithm
0 references
least absolute deviations
0 references
linear programming
0 references
regularization
0 references
