The following pages link to (Q4369442):
Displaying 41 items.
- Turning from crime: a dynamic perspective (Q295563) (← links)
- A perturbation approach to a class of discounted approximate value iteration algorithms with Borel spaces (Q330284) (← links)
- Dynamic portfolio choice and asset pricing with narrow framing and probability weighting (Q426662) (← links)
- Error estimation and adaptive discretization for the discrete stochastic Hamilton-Jacobi-Bellman equation (Q706233) (← links)
- Semiparametric estimation of Markov decision processes with continuous state space (Q738126) (← links)
- Parameterized expectations algorithm: how to solve for labor easily (Q816057) (← links)
- Continuous state dynamic programming via nonexpansive approximation (Q928140) (← links)
- Using dynamic programming with adaptive grid scheme for optimal control problems in economics (Q953726) (← links)
- Optimal time aggregation of infinite horizon control problems (Q956518) (← links)
- Comparing solution methods for dynamic equilibrium economies (Q959687) (← links)
- Approximation of conditional densities by smooth mixtures of regressions (Q973883) (← links)
- Solving finite mixture models: Efficient computation in economics under serial and parallel execution (Q1020507) (← links)
- Computing continuous-time growth models with boundary conditions via wavelets (Q1027436) (← links)
- Portfolio selection with transaction costs under expected shortfall constraints (Q1031948) (← links)
- Computational economics and economic theory: Substitutes or complements? (Q1391659) (← links)
- Algorithms for solving dynamic models with occasionally binding constraints (Q1575282) (← links)
- Envelope condition method with an application to default risk models (Q1655746) (← links)
- Approximate stochastic dynamic programming for hydroelectric production planning (Q1683084) (← links)
- Numerical solutions to dynamic portfolio problems with upper bounds (Q1789606) (← links)
- The Markov chain approximation approach for numerical solution of stochastic control problems: experiences from Merton's problem. (Q1856015) (← links)
- Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations (Q1927795) (← links)
- Solving higher-dimensional continuous-time stochastic control problems by value function regression (Q1960551) (← links)
- Fully polynomial time \((\Sigma,\Pi)\)-approximation schemes for continuous nonlinear newsvendor and continuous stochastic dynamic programs (Q2089771) (← links)
- ``Regression anytime'' with brute-force SVD truncation (Q2240846) (← links)
- Structural estimation of real options models (Q2271671) (← links)
- Solving dynamic stochastic economic models by mathematical programming decomposition methods (Q2384600) (← links)
- Ability sorting and the returns to college major (Q2439083) (← links)
- Adaptive spline interpolation for Hamilton-Jacobi-Bellman equations (Q2497779) (← links)
- Asset pricing with dynamic programming (Q2642596) (← links)
- Dynamic Programming Deconstructed: Transformations of the Bellman Equation and Computational Efficiency (Q5031647) (← links)
- Estimation of Dynamic Discrete Choice Models Using Artificial Neural Network Approximations (Q5080138) (← links)
- Divide and Conquer: Recursive Likelihood Function Integration for Hidden Markov Models with Continuous Latent Variables (Q5131531) (← links)
- A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs (Q5227201) (← links)
- Expected Additive Time-Separable Utility Maximizing Capacity Control in Revenue Management (Q5391868) (← links)
- A survey of computational complexity results in systems and control (Q5926262) (← links)
- Shape-preserving computation in economic growth models (Q5939970) (← links)
- Policy iteration accelerated with Krylov methods (Q5958353) (← links)
- A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems (Q6088816) (← links)
- Numerical solution of dynamic quantile models (Q6164883) (← links)
- Value Iteration is Optic Composition (Q6190614) (← links)
- Development of a less dissipative interface variable reconstruction to solve the Euler equations by Q learning method (Q6608352) (← links)
