Accounting for structural patterns in construction of value functions: a convex optimization approach
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More about this item
Keywords
value function; decision analysis; convex optimization; simulation; structural patterns;All these keywords.
JEL classification:
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- D90 - Microeconomics - - Micro-Based Behavioral Economics - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2019-02-25 (Computational Economics)
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