Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain
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Publication:1994576
DOI10.1016/J.JEDC.2014.03.003zbMATH Open1402.91368OpenAlexW3125480909MaRDI QIDQ1994576FDOQ1994576
Authors: Kenneth L. Judd, L. Maliar, S. Maliar, Rafael Valero 
Publication date: 1 November 2018
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: http://www.nber.org/papers/w19326.pdf
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Cited In (30)
- A non-Gaussian Bayesian filter for sequential data assimilation with non-intrusive polynomial chaos expansion
- Sparse collocation method for global sensitivity analysis and calculation of statistics of solutions in SPDEs
- DEEP EQUILIBRIUM NETS
- Computing time-consistent equilibria: a perturbation approach
- Artificial neural networks to solve dynamic programming problems: a bias-corrected Monte Carlo operator
- Pseudospectral methods for continuous-time heterogeneous-agent models
- Using a hyperbolic cross to solve non-linear macroeconomic models
- Optimization of black-box problems using Smolyak grids and polynomial approximations
- When the U.S. catches a cold, Canada sneezes: a lower-bound tale told by deep learning
- Robust optimal control of compartmental models in epidemiology: application to the COVID-19 pandemic
- Non-intrusive reduced order modelling of the Navier-Stokes equations
- A reduced basis method for a PDE-constrained optimization formulation in discrete fracture network flow simulations
- An incremental form interpolation model together with the Smolyak method for multi-material topology optimization
- A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems
- A single variable-based method for concurrent multiscale topology optimization with multiple materials
- SAMBA: sparse approximation of moment-based arbitrary polynomial chaos
- A parameterized non-intrusive reduced order model and error analysis for general time-dependent nonlinear partial differential equations and its applications
- The sparse-grid-based adaptive spectral Koopman method
- Envelope condition method with an application to default risk models
- Sparse grid method for highly efficient computation of exposures for xVA
- Solving dynamic discrete choice models using smoothing and sieve methods
- Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain
- Guaranteed cost spacecraft attitude stabilization under actuator misalignments using linear partial differential equations
- Adaptive interpolation algorithm on sparse meshes for numerical integration of systems of ordinary differential equations with interval uncertainties
- A Sparse Interpolation Algorithm for Dynamical Simulations in Computational Chemistry
- A non-intrusive model order reduction approach for parameterized time-domain Maxwell's equations
- Surrogate modeling of time-domain electromagnetic wave propagation via dynamic mode decomposition and radial basis function
- Monetary policy, redistribution, and risk premia
- Computational methods for production-based asset pricing models with recursive utility
- Set propagation in dynamical systems with generalised polynomial algebra and its computational complexity
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