Value function approximation in the presence of uncertainty and inequality constraints

DOI10.1016/0165-1889(94)00844-4zbMath0875.90025OpenAlexW2087181186MaRDI QIDQ1350642

Peter R. Hartley

Publication date: 27 February 1997

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(94)00844-4

zbMATH Keywords

Credit constraintsValue function approximation

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Dynamic programming (90C39) Economic growth models (91B62)

Related Items (1)

Algorithms for solving dynamic models with occasionally binding constraints

Cites Work

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• Dynamic programming and stochastic control
• Projection methods for solving aggregate growth models
• "Expected Utility" Analysis without the Independence Axiom
• Interest Rates in a Credit Constrained Economy
• Money and Interest in a Cash-in-Advance Economy

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