Pseudospectral methods for continuous-time heterogeneous-agent models
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Cites work
- scientific article; zbMATH DE number 4205918 (Why is no real title available?)
- scientific article; zbMATH DE number 4051296 (Why is no real title available?)
- scientific article; zbMATH DE number 1241609 (Why is no real title available?)
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- Financial frictions and the wealth distribution
- Finite volume methods
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- Implementing Spectral Methods for Partial Differential Equations
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- Mean field games
- Polynomial approximation of high-dimensional Hamilton-Jacobi-Bellman equations and applications to feedback control of semilinear parabolic PDEs
- Projection methods for solving aggregate growth models
- Regularization of singularities in the weighted summation of Dirac-delta functions for the spectral solution of hyperbolic conservation laws
- SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS
- Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain
- Solving heterogeneous-agent models by projection and perturbation
- Solving heterogeneous-agent models with parameterized cross-sectional distributions
- Solving linear rational expectations models
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- Using the Sequence‐Space Jacobian to Solve and Estimate Heterogeneous‐Agent Models
- Viscosity Solutions of Hamilton-Jacobi Equations
- Über die partiellen Differenzengleichungen der mathematischen Physik.
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