Dynamic programming with shape-preserving rational spline Hermite interpolation

被引：10
|
作者：
Cai, Yongyang [1 ]
Judd, Kenneth L. [1 ]
机构：
[1] Stanford Univ, Hoover Inst, Stanford, CA 94305 USA
来源：
ECONOMICS LETTERS | 2012年 / 117卷 / 01期
关键词：
Numerical dynamic programming; Shape-preserving approximation; Hermite interpolation; Rational function spline; Value function iteration;
D O I：
10.1016/j.econlet.2012.05.004
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
Numerical methods for dynamic programming often use value function iteration and interpolation. We present a novel shape-preserving rational spline approximation method that improves value function iteration in terms of both stability and accuracy compared to more common methods. (C) 2012 Elsevier B.V. All rights reserved.
引用
收藏
页码：161 / 164
页数：4
相关论文
共 50 条
12345