Mathematica and Matlab Programs for The Method of Endogenous Gridpoints for Solving Dynamic Stochastic Optimization Problems
This paper introduces a method for solving numerical dynamic stochastic optimization problems that avoids rootfinding operations. The idea is applicable to many microeconomic and macroeconomic problems, including life cycle, buffer-stock, and stochastic growth problems. Software is provided.
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|Date of creation:||Jun 2005|
|Date of revision:|
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