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
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https://www.nber.org/papers/w28502
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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
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美国国家经济研究局创建时间：
2021-03-01
