Using Randomization to Break the Curse of Dimensionality
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- Semiparametric Bayesian estimation of dynamic discrete choice models
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- Nonlinear Monte Carlo methods with polynomial runtime for Bellman equations of discrete time high-dimensional stochastic optimal control problems
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- A convex optimization approach to dynamic programming in continuous state and action spaces
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- The stochastic lake game: A numerical solution
- Comparing solution methods for dynamic equilibrium economies
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