| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w19034 |
| 来源ID | Working Paper 19034 |
| Nonlinear Programming Method for Dynamic Programming | |
| Yongyang Cai; Kenneth L. Judd; Thomas S. Lontzek; Valentina Michelangeli; Che-Lin Su | |
| 发表日期 | 2013-05-09 |
| 出版年 | 2013 |
| 语种 | 英语 |
| 摘要 | A nonlinear programming formulation is introduced to solve infinite horizon dynamic programming problems. This extends the linear approach to dynamic programming by using ideas from approximation theory to avoid inefficient discretization. Our numerical results show that this nonlinear programming method is efficient and accurate. |
| 主题 | Microeconomics ; Mathematical Tools |
| URL | https://www.nber.org/papers/w19034 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/576708 |
| 推荐引用方式 GB/T 7714 | Yongyang Cai,Kenneth L. Judd,Thomas S. Lontzek,et al. Nonlinear Programming Method for Dynamic Programming. 2013. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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