Dynamic Programming with Hermite Approximation
收藏NBER2012-11-01 更新2025-01-04 收录
下载链接:
https://www.nber.org/papers/w18540
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资源简介:
Numerical dynamic programming algorithms typically use Lagrange data to approximate value functions over continuous states. Hermite data is easily obtained from solving the Bellman equation and can be used to approximate value functions. We illustrate this method with one-, three-, and six
提供机构:
美国国家经济研究局
创建时间:
2012-11-01



