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

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

    Emneord

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

    Citationsformater