STABLE AND EFFICIENT COMPUTATIONAL METHODS FOR DYNAMIC PROGRAMMING

被引：13

作者：

Cai, Yongyang ^{[1
]}

Judd, Kenneth L. ^{[2
]}

机构：

[1] Stanford Univ, Stanford, CA 94305 USA

[2] Hoover Inst War Revolut & Peace, Stanford, CA USA

来源：

JOURNAL OF THE EUROPEAN ECONOMIC ASSOCIATION | 2010年 / 8卷 / 2-3期

关键词：

PROPORTIONAL TRANSACTION COSTS; INTERPOLATION;

D O I：

10.1111/j.1542-4774.2010.tb00532.x

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Dynamic programming is the foundation of dynamic economic analysis and often requires numerical solution methods. Standard methods are either slow or unstable. These instabilities are avoided when one uses modern methods from numerical optimization and approximation. Furthermore, large dynamic programming problems can be solved by using modern parallel computing architectures. (JEL: K23, L26, L51)

引用

页码：626 / 634

页数：9

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