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A divide and conquer algorithm for exploiting policy function monotonicity - MaRDI portal

A divide and conquer algorithm for exploiting policy function monotonicity

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Publication:4586348

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DOI10.3982/QE640zbMath1416.91083OpenAlexW3122322635WikidataQ114928942 ScholiaQ114928942MaRDI QIDQ4586348

Shi Qiu, Grey Gordon

Publication date: 13 September 2018

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/qe640

zbMATH Keywords

monotonicity computation discrete choice grid search sovereign default

Mathematics Subject Classification ID

Decision theory (91B06) Macroeconomic theory (monetary models, models of taxation) (91B64) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

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mod_binarymono.f90

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