Algorithms for solving nonlinear dynamic decision models

DOI10.1007/BF02061063zbMath0781.90018OpenAlexW1982882883MaRDI QIDQ1308656

Berc Rustem, Robin Becker

Publication date: 10 December 1993

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02061063

zbMATH Keywords

convergence rateNewton-type algorithms

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Economic growth models (91B62) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (4)

Forward-looking variables in deterministic control ⋮ Hybrid algorithms with automatic switching for solving nonlinear equation systems ⋮ Sparse direct methods for model simulation ⋮ Krylov methods for solving models with forward-looking variables

Cites Work

• Multiparameter extrapolation and deflation methods for solving equation systems
• Successive column correction algorithms for solving sparse nonlinear systems of equations
• A contraction algorithm for finding small cycle cutsets
• On the Global Convergence of Broyden's Method
• An Implementation of Tarjan's Algorithm for the Block Triangularization of a Matrix
• Depth-First Search and Linear Graph Algorithms
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