Multigrid techniques in economics

DOI10.1287/OPRE.1100.0834MaRDI QIDQ3098297zbMATH OpenOpenAlexFDO

Authors Adam L. Speight

Publication date 17 November 2011

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.1100.0834

zbMATH Keywords

computational economicsdynamic programming: multigrid

Mathematics Subject Classification ID

Dynamic programming (90C39)

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Cited in

(1)

• Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain

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