A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems
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https://www.nber.org/papers/w21590
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资源简介：
This paper introduces a nonlinear certainty equivalent approximation method for dynamic stochastic problems. We first use a novel, stable and efficient method for computing the optimal policy functions for deterministic dynamic optimization problems, and then use them as certainty-equivalent
提供机构：
美国国家经济研究局
创建时间：
2015-09-01
