A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints

Publikation: Working paperForskning

OriginalsprogEngelsk
Antal sider60
StatusUdgivet - 2016
NavnUniversity of Copenhagen. Institute of Economics. Discussion Papers (Online)
Nummer16-09
ISSN1601-2461

    Forskningsområder

  • Det Samfundsvidenskabelige Fakultet - C13, C63, D91, Endogenous grid method, post-decision states, stochastic dynamic programming, continuous and discrete choices, occasionally binding constraints

ID: 177294143