Optimal Grid Selection for the Numerical Solution of Dynamic Stochastic Optimization Problems
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DOI: 10.1007/s10614-019-09953-4
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More about this item
Keywords
Numerical approximation; Heterogeneous agents; Incomplete markets;All these keywords.
JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
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