Shape-preserving computation in economic growth models

DOI10.1016/S0305-0548(99)00152-5zbMath1008.91079MaRDI QIDQ5939970

Sheng-Pen Wang

Publication date: 23 July 2001

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

zbMATH Keywords

dynamic programmingBellman's equationoptimal economic growthshape-preserving interpolation

Mathematics Subject Classification ID

Dynamic programming (90C39) Economic growth models (91B62) Optimal stochastic control (93E20)

Related Items (1)

Solving dynamic stochastic economic models by mathematical programming decomposition methods

Uses Software

• NPSOL

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Solving a savings allocation problem by numerical dynamic programming with shape-preserving interpolation
• Discretizing dynamic programs
• On the Differentiability of the Value Function in Dynamic Models of Economics
• Approximations of Dynamic Programs, II
• Numerical Solution of Continuous-State Dynamic Programs Using Linear and Spline Interpolation
• Polynomial Approximation--A New Computational Technique in Dynamic Programming: Allocation Processes
• Smooth dynamics and computation in models of economic growth

This page was built for publication: Shape-preserving computation in economic growth models