Accuracy of Numerical Solutions Using the Euler Equation Residuals
DOI10.1111/1468-0262.00165zbMATH Open1020.91010OpenAlexW2148936780MaRDI QIDQ4530989FDOQ4530989
Publication date: 28 May 2002
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1468-0262.00165
Numerical optimization and variational techniques (65K10) Discrete approximations in optimal control (49M25) Numerical solutions of ill-posed problems in abstract spaces; regularization (65J20) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02)
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- The primal-dual active set method for a class of nonlinear problems with \(T\)-monotone operators
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- How misleading is linearization? Evaluating the dynamics of the neoclassical growth model
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- On non-existence of Markov equilibria in competitive-market economies
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- A general endogenous grid method for multi-dimensional models with non-convexities and constraints
- The method of endogenous gridpoints in theory and practice
- Comparing solution methods for dynamic equilibrium economies
- A generalization of the endogenous grid method
- Markovian equilibrium in infinite horizon economies with incomplete markets and public policy
- Analytic solving of asset pricing models: the by force of habit case
- Uniformly self-justified equilibria
- Comparison of solutions to the incomplete markets model with aggregate uncertainty
- CAN TRANSITION DYNAMICS EXPLAIN THE INTERNATIONAL OUTPUT DATA?
- Envelope condition method with an application to default risk models
- Multi‐resolution analysis for high accuracy and efficiency of Euler computation
- A qualitative approach to Markovian equilibrium in infinite horizon economies with capital
- Continuous state dynamic programming via nonexpansive approximation
- Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents
- Hölder continuity of the policy function approximation in the value function approximation
- Dynamics in a non-scale R\&D growth model with human capital: explaining the Japanese and South Korean development experiences
- A polyhedral approximation approach to concave numerical dynamic programming
- Lipschitz recursive equilibrium with a minimal state space and heterogeneous agents
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