Algorithms for solving nonlinear dynamic decision models
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Publication:1308656
DOI10.1007/BF02061063zbMATH Open0781.90018OpenAlexW1982882883MaRDI QIDQ1308656FDOQ1308656
Authors: Robin Becker, Berç Rustem 
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
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Applications of mathematical programming (90C90) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Economic growth models (91B62)
Cites Work
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- Depth-First Search and Linear Graph Algorithms
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- An Implementation of Tarjan's Algorithm for the Block Triangularization of a Matrix
- On the Global Convergence of Broyden's Method
- A contraction algorithm for finding small cycle cutsets
- Successive column correction algorithms for solving sparse nonlinear systems of equations
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- Multiparameter extrapolation and deflation methods for solving equation systems
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Cited In (12)
- Newton-like method for nonlinear banded block diagonal system
- Inexact Newton methods for model simulation
- A Newton's algorithm for solving multicountry econometric models
- On comparative-static analysis in numerical nonlinear economic models
- The Gauss-Seidel-quasi-Newton method: a hybrid algorithm for solving dynamic economic models
- Forward-looking variables in deterministic control
- Equation reordering for iterative processes ? a comment
- Sparse direct methods for model simulation
- Krylov methods for solving models with forward-looking variables
- Hybrid algorithms with automatic switching for solving nonlinear equation systems
- Incomplete decomposition algorithms for discrete dynamic nonlinear models
- Some issues in solving large sparse systems of equations
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