Multidimensional endogenous gridpoint method: solving triangular dynamic stochastic optimization problems without root-finding operations
type: Item
instance of: scholarly article
title: Multidimensional endogenous gridpoint method: solving triangular dynamic stochastic optimization problems without root-finding operations
zbMATH Open document ID: 1394.90550
author: Fedor Iskhakov
published in: Economics Letters
publication date: 2018-08-24T00:00:00Z
Mathematics Subject Classification ID: 90C39
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 6924768
zbMATH Keywords: endogenous grid method
zbMATH Keywords: multidimensional continuous choice
zbMATH Keywords: dynamic structural models
MaRDI profile type: Publication
full work available at URL: j.econlet.2015.07.033
OpenAlex ID: W2232802418
cites work: A generalization of the endogenous grid method
cites work: The method of endogenous gridpoints for solving dynamic stochastic optimization problems
cites work: The method of endogenous gridpoints with occasionally binding constraints among endogenous variables
cites work: Q4225048
cites work: Approximate Dynamic Programming
cites work: Q4002751
DOI: 10.1016/J.ECONLET.2015.07.033
description: scientific article; zbMATH DE number 6924768