Corrigendum to ``Multidimensional endogenous gridpoint method: solving triangular dynamic stochastic optimization problems without root-finding operations

DOI10.1016/J.ECONLET.2016.11.002zbMath1398.91525OpenAlexW2550397386MaRDI QIDQ1672739

Publication date: 11 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2016.11.002

Mathematics Subject Classification ID

Stochastic programming (90C15) Multisectoral models in economics (91B66) Dynamic programming (90C39) Optimal stochastic control (93E20) Portfolio theory (91G10)

Cites Work

Multidimensional endogenous gridpoint method: solving triangular dynamic stochastic optimization problems without root-finding operations

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