An edition of The method of endogenous gridpoints for solving dynamic stochastic optimization problems (2005)

The method of endogenous gridpoints for solving dynamic stochastic optimization problems

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The method of endogenous gridpoints for solvi ...
Chris Carroll, Chris Carroll
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Last edited by Open Library Bot
December 5, 2010 | History
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An edition of The method of endogenous gridpoints for solving dynamic stochastic optimization problems (2005)

The method of endogenous gridpoints for solving dynamic stochastic optimization problems

by

"This paper introduces a method for solving numerical dynamic stochastic optimization problems that avoids rootfinding operations. The idea is applicable to many microeconomic and macroeconomic problems, including life cycle, buffer-stock, and stochastic growth problems. Software is provided"--National Bureau of Economic Research web site.

Publish Date
Publisher
National Bureau of Economic Research
Language
English

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Subjects

Mathematical models, Mathematical optimization, Stochastic analysis
Edition Availability
Cover of: The method of endogenous gridpoints for solving dynamic stochastic optimization problems
The method of endogenous gridpoints for solving dynamic stochastic optimization problems
2005, National Bureau of Economic Research
Electronic resource in English

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Book Details

Edition Notes

Also available in print.
Includes bibliographical references.
Title from PDF file as viewed on 6/16/2005.
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.

Published in
Cambridge, MA
Series
NBER working paper series ;, working paper 309, Working paper series (National Bureau of Economic Research : Online) ;, working paper no. 309.

Classifications

Library of Congress
HB1

The Physical Object

Format
Electronic resource

Edition Identifiers

Open Library
OL3478905M
LCCN
2005619139

Work Identifiers

Work ID
OL5888970W

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History

Download catalog record: RDF / JSON
December 5, 2010 Edited by Open Library Bot Added subjects from MARC records.
December 10, 2009 Created by WorkBot add works page