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A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints
Jeppe Druedahl
,
Thomas Høgholm Jørgensen
8
Citations (Scopus)
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Dive into the research topics of 'A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints'. Together they form a unique fingerprint.
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Mathematics
Multidimensional Model
100%
Non-convexity
95%
Grid
57%
Discrete Choice
46%
Stochastic Dynamic Programming
22%
Root-finding
18%
Speedup
15%
Liquid
13%
Irregular
13%
Interpolate
11%
Model
9%
Class
4%
Business & Economics
Non-convexity
98%
Grid
79%
Stochastic Dynamic Programming
18%
Interpolation
17%
Pensions
17%
Discrete Choice
17%
Assets
16%
Retirement
15%
Engineering & Materials Science
Dynamic programming
23%
Interpolation
20%
Liquids
16%