Dynamic programming with shape-preserving rational spline Hermite interpolation

DOI10.1016/J.ECONLET.2012.05.004MaRDI QIDQ1925876zbMATH OpenOpenAlexFDO

Authors Yongyang Cai, Kenneth L. Judd

Publication date 27 December 2012

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2012.05.004

zbMATH Keywords

Hermite interpolationvalue function iterationshape-preserving approximationnumerical dynamic programmingrational function spline

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Dynamic programming (90C39)

Recommendations

• Shape-preserving dynamic programming
• Solving a savings allocation problem by numerical dynamic programming with shape-preserving interpolation
• SPLINE APPROXIMATIONS TO VALUE FUNCTIONS
• Numerical Solution of Continuous-State Dynamic Programs Using Linear and Spline Interpolation
• Analysis of a Numerical Dynamic Programming Algorithm Applied to Economic Models

Cites work

• scientific article; zbMATH DE number 3126094 (Why is no real title available?)
• scientific article; zbMATH DE number 1241609 (Why is no real title available?)
• A Modeling Language for Mathematical Programming
• A projected Lagrangian algorithm and its implementation for sparse nonlinear constraints
• Dynamic programming and optimal control. Vol. 1.
• Dynamic programming with shape-preserving rational spline Hermite interpolation
• On Shape Preserving Quadratic Spline Interpolation

Cited in

(4)

• Dynamic programming with Hermite approximation
• Dynamic programming with shape-preserving rational spline Hermite interpolation
• Shape-preserving dynamic programming
• Envelope condition method versus endogenous grid method for solving dynamic programming problems

Describes a project that uses

Uses Software

• NEOS
• AMPL

This page was built for publication: Dynamic programming with shape-preserving rational spline Hermite interpolation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1925876)