How to solve dynamic stochastic models computing expectations just once (Q4586379)

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scientific article; zbMATH DE number 6935892
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How to solve dynamic stochastic models computing expectations just once
scientific article; zbMATH DE number 6935892

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    How to solve dynamic stochastic models computing expectations just once (English)
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    13 September 2018
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    dynamic model
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    precomputation
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    numerical integration
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    dynamic programming
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    value function iteration
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    Bellman equation
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    Euler equation
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    envelope condition method
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    endogenous grid method
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    Aiyagari model
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