Solving dynamic stochastic economic models by mathematical programming decomposition methods

DOI10.1016/j.cor.2006.02.031zbMath1149.90405OpenAlexW2111896033MaRDI QIDQ2384600

Francisco J. Nogales, Mercedes Esteban-Bravo

Publication date: 10 October 2007

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10016/7356

zbMATH Keywords

mathematical programmingdecomposition techniquescomputation of equilibriumDynamic stochastic economic model

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic models in economics (91B70) Trade models (91B60) General equilibrium theory (91B50)

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