A Comparison of Parametric Approximation Techniques to Continuous-Time Stochastic Dynamic Programming Problems
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- Tom Kompas & Long Chu, 2010. "A Comparison of Parametric Approximation Techniques to Continuous-Time Stochastic Dynamic Programming Problems," Environmental Economics Research Hub Research Reports 1071, Environmental Economics Research Hub, Crawford School of Public Policy, The Australian National University.
References listed on IDEAS
- Hans M. Amman & David A. Kendrick, . "Computational Economics," Online economics textbooks, SUNY-Oswego, Department of Economics, number comp1.
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- Juan Carlos Parra-Alvarez, 2013. "A comparison of numerical methods for the solution of continuous-time DSGE models," CREATES Research Papers 2013-39, Department of Economics and Business Economics, Aarhus University.
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Keywordsstochastic dynamic programming; parametric approximation; perturbation; projection; linear programming; optimal fishing; marine reserves; Research Methods/ Statistical Methods; Resource /Energy Economics and Policy; C61; C63; Q22;
- 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
- Q22 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Renewable Resources and Conservation - - - Fishery
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