Solving a savings allocation problem by numerical dynamic programming with shape-preserving interpolation

DOI10.1016/S0305-0548(99)00044-1zbMath0953.90035MaRDI QIDQ1974274

Kenneth L. Judd, Sheng-Pen Wang

Publication date: 19 July 2000

Published in: Computers \& Operations Research (Search for Journal in Brave)

zbMATH Keywords

interpolationdynamic programmingsavings allocation

Mathematics Subject Classification ID

Dynamic programming (90C39) Discrete location and assignment (90B80)

Related Items (5)

Solving dynamic stochastic economic models by mathematical programming decomposition methods ⋮ Dynamic portfolio choices by simulation-and-regression: revisiting the issue of value function vs. portfolio weight recursions ⋮ Shape-preserving dynamic programming ⋮ Shape-preserving computation in economic growth models ⋮ Dynamic programming with Hermite approximation

Uses Software

• NPSOL

Cites Work

• Shape-Preserving Bivariate Interpolation
• Boundary-valued shape-preserving interpolating splines
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