Stable and Efficient Computational Methods for Dynamic Programming
AbstractDynamic programming is the foundation of dynamic economic analysis and often requires numerical solution methods. Standard methods are either slow or unstable. These instabilities are avoided when one uses modern methods from numerical optimization and approximation. Furthermore, large dynamic programming problems can be solved by using modern parallel computing architectures. (JEL: K23, L26, L51) (c) 2010 by the European Economic Association.
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Bibliographic InfoArticle provided by MIT Press in its journal Journal of the European Economic Association.
Volume (Year): 8 (2010)
Issue (Month): 2-3 (04-05)
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- K23 - Law and Economics - - Regulation and Business Law - - - Regulated Industries and Administrative Law
- L26 - Industrial Organization - - Firm Objectives, Organization, and Behavior - - - Entrepreneurship
- L51 - Industrial Organization - - Regulation and Industrial Policy - - - Economics of Regulation
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- Cai, Yongyang & Judd, Kenneth L., 2012. "Dynamic programming with shape-preserving rational spline Hermite interpolation," Economics Letters, Elsevier, vol. 117(1), pages 161-164.
- Harold L. Cole & Felix Kubler, 2011.
"Recursive Contracts, Lotteries and Weakly Concave Pareto Sets,"
NBER Working Papers
17064, National Bureau of Economic Research, Inc.
- Harold Cole & Felix Kubler, 2012. "Recursive Contracts, Lotteries and Weakly Concave Pareto Sets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(4), pages 479-500, October.
- Felix Kubler & Harold L. Cole, 2011. "Recursive Contracts, Lotteries and Weakly Concave Pareto Sets," 2011 Meeting Papers 59, Society for Economic Dynamics.
- Harold Cole & Felix Kubler, 2010. "Recursive Contracts, Lotteries and Weakly Concave Pareto Sets," PIER Working Paper Archive 10-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
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