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Citations for "Analysis of a Numerical Dynamic Programming Algorithm Applied to Economic Models"

by Manuel S. Santos & Jesus Vigo-Aguiar

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  1. Bobenrieth H., Eugenio S.A. & Bobenrieth H., Juan R.A. & Wright, Brian D., 2008. "A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility," Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 695-708, March.
  2. Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006. "Econometrics: A Bird's Eye View," IZA Discussion Papers 2458, Institute for the Study of Labor (IZA).
  3. Cuong Le Van & Lisa Morhaim, 2006. "On optimal growth models when the discount factor is near 1 or equal to 1," International Journal of Economic Theory, The International Society for Economic Theory, vol. 2(1), pages 55-76.
  4. Manjira Datta & Leonard Mirman & Kevin Reffett, . "Existence and Uniqueness of Equilibrium in Distorted Dynamic Economies with Capital and Labor," Working Papers 2132846, Department of Economics, W. P. Carey School of Business, Arizona State University.
  5. Fukushima, Kenichi & Waki, Yuichiro, 2013. "A polyhedral approximation approach to concave numerical dynamic programming," Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2322-2335.
  6. Kazuo Nishimura & John Stachurski, 2007. "Equilibrium Storage With Multiple Commodities," CAMA Working Papers 2007-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  7. Cuong Le Van & John Stachurski, 2006. "Parametric Continuity of Stationary Distributions," KIER Working Papers 616, Kyoto University, Institute of Economic Research.
  8. repec:dgr:uvatin:2005012 is not listed on IDEAS
  9. Willi Semmler & Stephanie Becker & Lars Gruene, 2006. "Comparing Accuracy of Second Order Approximation and Dynamic Programming," Computing in Economics and Finance 2006 469, Society for Computational Economics.
  10. K.Schmedders & F.Kubler, 2004. "Approximate Versus Exact Equilibria," Computing in Economics and Finance 2004 46, Society for Computational Economics.
  11. Mitra, Tapan & Privileggi, Fabio, 2003. "Cantor Type Invariant Distributions in the Theory of Optimal Growth under Uncertainty," Working Papers 03-09, Cornell University, Center for Analytic Economics.
  12. Grune, Lars & Semmler, Willi, 2004. "Using dynamic programming with adaptive grid scheme for optimal control problems in economics," Journal of Economic Dynamics and Control, Elsevier, vol. 28(12), pages 2427-2456, December.
  13. Willi Semmler & Lars Grüne, 2004. "Asset Pricing with Delayed Consumption Decisions," Computing in Economics and Finance 2004 59, Society for Computational Economics.
  14. Manjira Datta & Leonard Mirman & Olivier F. Morand & Kevin Reffett, 2001. "Monotone Methods for Distorted Economies," Working papers 2001-03, University of Connecticut, Department of Economics.
  15. Cuong Le Van & Lisa Morhaim, 2006. "On optimal growth models when the discount factor is near 1 or equal to 1," Post-Print halshs-00096034, HAL.
  16. Lars Grüne & Willi Semmler, 2007. "Asset pricing with dynamic programming," Computational Economics, Society for Computational Economics, vol. 29(3), pages 233-265, May.
  17. Manjira Datta & Leonard J. Mirman & Olivier F. Morand & Kevin L. Reffett, 2002. "Monotone Methods for Markovian Equilibrium in Dynamic Economies," Tinbergen Institute Discussion Papers 02-086/2, Tinbergen Institute.
  18. Wilfredo Leiva Maldonado & Benar Fux Svaiter, 2001. "On the accuracy of the estimated policy function using the Bellman contraction method," Economics Bulletin, AccessEcon, vol. 3(15), pages 1-8.
  19. Grüne, Lars & Semmler, Willi, 2008. "Asset pricing with loss aversion," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3253-3274, October.
  20. Noah Williams, 2003. "Small Noise Asymptotics for a Stochastic Growth Model," NBER Working Papers 10194, National Bureau of Economic Research, Inc.
  21. John Stachurski, 2008. "Continuous State Dynamic Programming via Nonexpansive Approximation," Computational Economics, Society for Computational Economics, vol. 31(2), pages 141-160, March.
  22. Cuong Le Van & John Stachurski, 2007. "Parametric continuity of stationary distributions," Post-Print halshs-00101157, HAL.
  23. Michael Reiter, 2000. "Estimating The Accuracy Of Numerical Solutions To Dynamic Optimization Problems," Computing in Economics and Finance 2000 254, Society for Computational Economics.
  24. Raahauge, Peter, 2006. "Upper Bounds on Numerical Approximation Errors," Working Papers 2004-4, Copenhagen Business School, Department of Finance.
  25. Adrian Peralta-Alva & Manuel S. Santos, 2012. "Analysis of numerical errors," Working Papers 2012-062, Federal Reserve Bank of St. Louis.
  26. Zhen Sun & Yang Xie, 2013. "Error Analysis and Comparison of Two Algorithms Measuring Compensated Income," Computational Economics, Society for Computational Economics, vol. 42(4), pages 433-452, December.
  27. Olson, Lars J. & Roy, Santanu, 2005. "Theory of Stochastic Optimal Economic Growth," Working Papers 28601, University of Maryland, Department of Agricultural and Resource Economics.
  28. Datta, Manjira & Mirman, Leonard J. & Morand, Olivier F. & Reffett, Kevin L., 2005. "Markovian equilibrium in infinite horizon economies with incomplete markets and public policy," Journal of Mathematical Economics, Elsevier, vol. 41(4-5), pages 505-544, August.
  29. repec:dgr:uvatin:2005013 is not listed on IDEAS
  30. Manjira Datta & Kevin L. Reffett, 2005. "Isotone Recursive Methods: the Case of Homogeneous Agents," Tinbergen Institute Discussion Papers 05-012/2, Tinbergen Institute.
  31. Leonard J Mirman & Olivier F. Morand & Kevin L. Reffett, 2004. "A Qualitative Approach to Markovian Equilibrium in Infinite Horizon Economies with Capital," Levine's Bibliography 122247000000000224, UCLA Department of Economics.
  32. Pál, Jenő & Stachurski, John, 2013. "Fitted value function iteration with probability one contractions," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 251-264.
  33. repec:ebl:ecbull:v:3:y:2003:i:1:p:1-14 is not listed on IDEAS
  34. repec:dgr:uvatin:2002086 is not listed on IDEAS
  35. Manjira Datta & Leonard Mirman & Kevin Reffett, . "Nonclassical Brock-Mirman Economies," Working Papers 2179544, Department of Economics, W. P. Carey School of Business, Arizona State University.
  36. Joshi, Sumit, 2007. "Asymmetric outcome in a symmetric dynamic duopoly," Journal of Economic Dynamics and Control, Elsevier, vol. 31(2), pages 531-555, February.