Dynamic programming with shape-preserving rational spline Hermite interpolation

DOI10.1016/j.econlet.2012.05.004zbMath1254.90283OpenAlexW2115076582MaRDI QIDQ1925876

Kenneth L. Judd, Yongyang Cai

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)

Related Items (4)

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

Uses Software

• AMPL
• NEOS

Cites Work

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• A Modeling Language for Mathematical Programming
• Dynamic programming with shape-preserving rational spline Hermite interpolation
• On Shape Preserving Quadratic Spline Interpolation
• A projected Lagrangian algorithm and its implementation for sparse nonlinear constraints

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