Using dynamic programming with adaptive grid scheme for optimal control problems in economics
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Publication:953726
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- scientific article; zbMATH DE number 4187029 (Why is no real title available?)
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Cited in
(32)- Towards global optimal control via Koopman lifts
- De-risking of green investments through a green bond market -- empirics and a dynamic model
- An algorithm for solving a class of multiplayer feedback-Nash differential games
- Branch-and-lift algorithm for deterministic global optimization in nonlinear optimal control
- Using nonlinear model predictive control for dynamic decision problems in economics
- Comparing accuracy of second-order approximation and dynamic programming
- Evolutionary tax evasion, prospect theory and heterogeneous taxpayers
- Optimal foreign investment dynamics in the presence of technological spillovers
- Asset pricing with loss aversion
- Local turnpike analysis using local dissipativity for discrete time discounted optimal control
- The real consequences of financial stress
- Decentralized optimization over tree graphs
- Debt-deflation, financial market stress and regime change -- evidence from Europe using MRVAR
- Estimating a banking-macro model using a multi-regime VAR
- Applying a finite-horizon numerical optimization method to a periodic optimal control problem
- Exogenous shocks and marine reserves
- Time periodic optimal policy for operation of a water storage tank using the dynamic programming approach
- Asset pricing with dynamic programming
- Dynamic harvesting under imperfect catch control
- MONETARY POLICY RULES UNDER UNCERTAINTY: EMPIRICAL EVIDENCE, ADAPTIVE LEARNING, AND ROBUST CONTROL
- Fluctuation of firm size in the long-run and bimodal distribution
- Global dynamics in a model with search and matching in labor and capital markets
- Dynamic decision-making for an inventory system with time-varying demand
- Skiba points for small discount rates
- Solving dynamic portfolio choice models in discrete time using spatially adaptive sparse grids
- Adaptive spline interpolation for Hamilton-Jacobi-Bellman equations
- An efficient algorithm for Hamilton-Jacobi equations in high dimension
- Error estimation and adaptive discretization for the discrete stochastic Hamilton-Jacobi-Bellman equation
- Divide and conquer: recursive likelihood function integration for hidden Markov models with continuous latent variables
- An ordering policy for deteriorating items with price-dependent iso-elastic demand under permissible delay in payments and price inflation
- TRANSITIONING OUT OF POVERTY
- Computing equilibria in dynamic models with occasionally binding constraints
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