Approximating high-dimensional dynamic models: sieve value function iteration (Q5133530)
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scientific article; zbMATH DE number 7272409
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| English | Approximating high-dimensional dynamic models: sieve value function iteration |
scientific article; zbMATH DE number 7272409 |
Statements
Approximating High-dimensional Dynamic Models: Sieve Value Function Iteration (English)
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10 November 2020
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large state space
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dynamic decision problem
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sieve approximation
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value function
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value function iteration
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0.7620227932929993
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0.7568486332893372
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0.7535973191261292
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0.7505913972854614
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0.747610867023468
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