Dynamic programming with Hermite approximation
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Publication:2354012
DOI10.1007/s00186-015-0495-zzbMath1371.90136MaRDI QIDQ2354012
Publication date: 10 July 2015
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-015-0495-z
dynamic programming; Hermite approximation; value function iteration; dynamic portfolio optimization; multi-country optimal growth model
65K05: Numerical mathematical programming methods
90C39: Dynamic programming
41A05: Interpolation in approximation theory
Uses Software