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Computation of the value function indiscrete stochastic optimal growth models

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  • Thorsten Pampel

Abstract

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Suggested Citation

  • Thorsten Pampel, 2002. "Computation of the value function indiscrete stochastic optimal growth models," Computing in Economics and Finance 2002 295, Society for Computational Economics.
  • Handle: RePEc:sce:scecf2:295
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    More about this item

    Keywords

    stochastic optimal growth; numerical method; value function;
    All these keywords.

    JEL classification:

    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
    • O40 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - General

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