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Continuous vs. discrete time: some computational insights

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Publication:2102869
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DOI10.1016/j.jedc.2022.104522OpenAlexW4295242572MaRDI QIDQ2102869

Pontus Rendahl

Publication date: 12 December 2022

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104522

zbMATH Keywords

implicit methodcomputationHoward's improvement algorithm


Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)




Cites Work

  • Unnamed Item
  • Unnamed Item
  • Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm and non-stochastic simulations
  • Handbook of computational economics. Vol. 1
  • Applications of Markov chain approximation methods to optimal control problems in economics
  • On the Convergence of Policy Iteration in Stationary Dynamic Programming
  • Convergence Properties of Policy Iteration
  • Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach
  • Discounted Dynamic Programming
  • Using the Sequence‐Space Jacobian to Solve and Estimate Heterogeneous‐Agent Models
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