A divide and conquer algorithm for exploiting policy function monotonicity

DOI10.3982/QE640MaRDI QIDQ4586348zbMATH OpenOpenAlexWikidataFDO

Authors Grey Gordon, Shi Qiu

Publication date 13 September 2018

Published in Quantitative Economics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.3982/qe640

zbMATH Keywords

monotonicitygrid searchcomputationdiscrete choicesovereign default

Mathematics Subject Classification ID

Decision theory (91B06) Macroeconomic theory (monetary models, models of taxation) (91B64) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

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Cited in

(1)

• mod_binarymono.f90

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