Approximating High-dimensional Dynamic Models: Sieve Value Function Iteration

DOI10.1108/S0731-9053(2013)0000032002zbMath1452.91199OpenAlexW3123801868MaRDI QIDQ5133530

Patrick Bayer, Federico A. Bugni, Peter Arcidiacono, Jonathan G. James

Publication date: 10 November 2020

Published in: Structural Econometric Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/s0731-9053(2013)0000032002

zbMATH Keywords

value functionsieve approximationlarge state spacevalue function iterationdynamic decision problem

Mathematics Subject Classification ID

Decision theory (91B06) Economic dynamics (91B55)

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