How to solve dynamic stochastic models computing expectations just once

DOI10.3982/QE329zbMath1410.91334OpenAlexW2950591254MaRDI QIDQ4586379

Inna Tsener, Kenneth L. Judd, Lilia Maliar, Serguei Maliar

Publication date: 13 September 2018

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

Full work available at URL: https://doi.org/10.3982/qe329

zbMATH Keywords

numerical integrationdynamic programmingBellman equationEuler equationdynamic modelvalue function iterationendogenous grid methodprecomputationAiyagari modelenvelope condition method

Mathematics Subject Classification ID

Economic dynamics (91B55)

Related Items (1)

Numerical solution of dynamic quantile models

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