Nonlinear Programming Method for Dynamic Programming
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下载链接：
https://www.nber.org/papers/w19034
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资源简介：
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
提供机构：
美国国家经济研究局
创建时间：
2013-05-01
