Continuous vs. discrete time: some computational insights

DOI10.1016/J.JEDC.2022.104522OpenAlexW4295242572MaRDI QIDQ2102869FDOQ2102869

Pontus Rendahl

Publication date: 12 December 2022

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104522

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zbMATH Keywords

computationimplicit methodHoward's improvement algorithm

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Discounted Dynamic Programming
• On the Convergence of Policy Iteration in Stationary Dynamic Programming
• Handbook of computational economics. Vol. 1
• Convergence Properties of Policy Iteration
• Using the Sequence‐Space Jacobian to Solve and Estimate Heterogeneous‐Agent Models
• Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm and non-stochastic simulations
• Applications of Markov chain approximation methods to optimal control problems in economics
• Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach

Cited In (1)

• Title not available (Why is that?)

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