Dynamic programming with shape-preserving rational spline Hermite interpolation

DOI10.1016/J.ECONLET.2012.05.004zbMATH Open1254.90283OpenAlexW2115076582MaRDI QIDQ1925876FDOQ1925876

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

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zbMATH Keywords

Hermite interpolationvalue function iterationshape-preserving approximationnumerical dynamic programmingrational function spline

Mathematics Subject Classification ID

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

Cites Work

• A Modeling Language for Mathematical Programming
• Title not available (Why is that?)
• Title not available (Why is that?)
• Dynamic programming and optimal control. Vol. 1.
• On Shape Preserving Quadratic Spline Interpolation
• A projected Lagrangian algorithm and its implementation for sparse nonlinear constraints
• Dynamic programming with shape-preserving rational spline Hermite 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

Uses Software

• AMPL
• NEOS

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