Continuous vs. discrete time: some computational insights

DOI10.1016/J.JEDC.2022.104522MaRDI QIDQ2102869zbMATH OpenOpenAlexFDO

Authors Pontus Rendahl

Publication date 12 December 2022

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

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

computationimplicit methodHoward's improvement algorithm

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4205918 (Why is no real title available?)
• scientific article; zbMATH DE number 52448 (Why is no real title available?)
• Applications of Markov chain approximation methods to optimal control problems in economics
• Convergence Properties of Policy Iteration
• Discounted Dynamic Programming
• Handbook of computational economics. Vol. 1
• Income and wealth distribution in macroeconomics: a continuous-time approach
• On the Convergence of Policy Iteration in Stationary Dynamic Programming
• Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm and non-stochastic simulations
• Using the Sequence‐Space Jacobian to Solve and Estimate Heterogeneous‐Agent Models

Cited in

(2)

• scientific article; zbMATH DE number 1645824 (Why is no real title available?)
• Pseudospectral methods for continuous-time heterogeneous-agent models

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