Exploiting Symmetry in High-Dimensional Dynamic Programming
收藏NBER2021-07-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w28981
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资源简介：
We propose a new method for solving high-dimensional dynamic programming problems and recursive competitive equilibria with a large (but finite) number of heterogeneous agents using deep learning. We avoid the curse of dimensionality thanks to three complementary techniques: (1) exploiting symmetry
提供机构：
美国国家经济研究局
创建时间：
2021-07-01
