A general endogenous grid method for multi-dimensional models with non-convexities and constraints
type: Item
instance of: scholarly article
title: A general endogenous grid method for multi-dimensional models with non-convexities and constraints
zbMATH Open document ID: 1401.65063
author: Jeppe Druedahl
author: Thomas Høgholm Jørgensen
publication date: 2018-08-09T00:00:00Z
full work available at URL: 1609.pdf
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C39
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 6915636
zbMATH Keywords: endogenous grid method
zbMATH Keywords: post-decision states
zbMATH Keywords: stochastic dynamic programming
zbMATH Keywords: continuous and discrete choices
zbMATH Keywords: occasionally binding constraints
describes a project that uses: NLopt
MaRDI profile type: Publication
OpenAlex ID: W2520604396
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DOI: 10.1016/J.JEDC.2016.11.005
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6915636