Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
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Publication:3101592
DOI10.3982/QE14zbMath1226.91035MaRDI QIDQ3101592
Kenneth L. Judd, Lilia Maliar, Serguei Maliar
Publication date: 29 November 2011
Published in: Quantitative Economics (Search for Journal in Brave)
linear programmingregularizationstochastic simulationleast absolute deviationsparameterized expectations algorithmgeneralized stochastic simulation algorithm
Probabilistic models, generic numerical methods in probability and statistics (65C20) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04) Economic dynamics (91B55)
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