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

Publikation: Working paperForskning

Standard

A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints. / Druedahl, Jeppe; Jørgensen, Thomas Høgholm.

2016.

Publikation: Working paperForskning

Harvard

Druedahl, J & Jørgensen, TH 2016 'A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints'.

APA

Druedahl, J., & Jørgensen, T. H. (2016). A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints. University of Copenhagen. Institute of Economics. Discussion Papers (Online), Nr. 16-09

Vancouver

Druedahl J, Jørgensen TH. A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints. 2016.

Author

Druedahl, Jeppe ; Jørgensen, Thomas Høgholm. / A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints. 2016. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 16-09).

Bibtex

@techreport{f3854fca5a1c4f9e94baa8ece0e8393e,
title = "A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints",
keywords = "Faculty of Social Sciences, C13, C63, D91, Endogenous grid method, post-decision states, stochastic dynamic programming, continuous and discrete choices, occasionally binding constraints",
author = "Jeppe Druedahl and J{\o}rgensen, {Thomas H{\o}gholm}",
year = "2016",
language = "English",
series = "University of Copenhagen. Institute of Economics. Discussion Papers (Online)",
number = "16-09",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints

AU - Druedahl, Jeppe

AU - Jørgensen, Thomas Høgholm

PY - 2016

Y1 - 2016

KW - Faculty of Social Sciences

KW - C13

KW - C63

KW - D91

KW - Endogenous grid method

KW - post-decision states

KW - stochastic dynamic programming

KW - continuous and discrete choices

KW - occasionally binding constraints

M3 - Working paper

T3 - University of Copenhagen. Institute of Economics. Discussion Papers (Online)

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

ER -

ID: 177294143