Solving a savings allocation problem by numerical dynamic programming with shape-preserving interpolation

DOI10.1016/S0305-0548(99)00044-1MaRDI QIDQ1974274zbMATH OpenFDO

Authors Sheng-Pen Wang, Kenneth L. Judd

Publication date 19 July 2000

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0305-0548(99)00044-1

zbMATH Keywords

dynamic programminginterpolationsavings allocation

Mathematics Subject Classification ID

Discrete location and assignment (90B80) Dynamic programming (90C39)

Recommendations

• Shape-preserving dynamic programming
• Dynamic programming with shape-preserving rational spline Hermite interpolation
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• Numerical Solution of Continuous-State Dynamic Programs Using Linear and Spline Interpolation

Cites work

• Boundary-valued shape-preserving interpolating splines
• scientific article; zbMATH DE number 3126094 (Why is no real title available?)
• scientific article; zbMATH DE number 3765535 (Why is no real title available?)
• scientific article; zbMATH DE number 52448 (Why is no real title available?)
• Shape-Preserving Bivariate Interpolation

Cited in

(6)

• Dynamic portfolio choices by simulation-and-regression: revisiting the issue of value function vs. portfolio weight recursions
• Dynamic programming with shape-preserving rational spline Hermite interpolation
• Dynamic programming with Hermite approximation
• Solving dynamic stochastic economic models by mathematical programming decomposition methods
• Shape-preserving dynamic programming
• Shape-preserving computation in economic growth models

Describes a project that uses

Uses Software

• NPSOL

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