Numerical solution of dynamic quantile models

DOI10.1016/j.jedc.2023.104617zbMath1514.90240OpenAlexW4319869916MaRDI QIDQ6164883

Antonio F. jun. Galvao, Andre Muchon, Luciano I. de Castro

Publication date: 4 July 2023

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2023.104617

zbMATH Keywords

dynamic programmingquantile preferencesvalue function iterations

Mathematics Subject Classification ID

Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02) Dynamic programming (90C39)

Cites Work

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