Comparing different approaches for solving optimizing models with significant nonlinearities

DOI10.1016/J.MATCOM.2008.01.009zbMath1143.65053OpenAlexW1972733133MaRDI QIDQ929719

Ric D. Herbert, Peter J. Stemp

Publication date: 18 June 2008

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2008.01.009

zbMATH Keywords

numerical examplesnonlinear dynamicscomplex-valued eigenvaluessaddle-path instability

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving ordinary differential equations (49J15)

Related Items (2)

Solving a non-linear model: The importance of model specification for deriving a suitable solution ⋮ Solving non-linear models with saddle-path instabilities

Cites Work

• Solving non-linear models with saddle-path instabilities
• Algorithms and economic dynamics. Selected papers from the 2nd annual meeting of the Society for Computational Economics, Geneva, Switzerland, 1996
• Assessing two common approaches for solving models with saddle-path instabilities
• The Solution of Linear Difference Models under Rational Expectations

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