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

Emneord

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

Citationsformater