A Simple but Powerful Simulated Certainty Equivalent Approximation Method for Dynamic Stochastic Problems
收藏NBER2021-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w28502
下载链接
链接失效反馈官方服务：
资源简介：
We introduce a novel simulated certainty equivalent approximation (SCEQ) method for solving dynamic stochastic problems. Our examples show that this method only requires a desktop computer to solve high-dimensional finite- or infinite-horizon, stationary or nonstationary dynamic stochastic problems
提供机构：
美国国家经济研究局
创建时间：
2021-03-01
