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Holder continuity of the policy function approximation in the value function approximation. (2007). Maldonado, Wilfredo ; Svaiter, B. F..
In: Journal of Mathematical Economics.
RePEc:eee:mateco:v:43:y:2007:i:5:p:629-639.

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Cites: 16

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Cocites: 48

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  1. Numerical Policy Error Bounds for $$\eta $$ ? -Concave Stochastic Dynamic Programming with Non-interior Solutions. (2015). Li, Huiyu.
    In: Computational Economics.
    RePEc:kap:compec:v:46:y:2015:i:2:p:171-187.

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  2. A dynamic model of education level choice: Application to brazilian states. (2012). Maldonado, Wilfredo ; Filho, Osvaldo C. da Silva, ; Marques, Isabel M..
    In: Revista Brasileira de Economia - RBE.
    RePEc:fgv:epgrbe:v:66:y:2012:i:2:a:3050.

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  3. A dynamic model of education level choice: Application to brazilian states. (2012). Marques, Isabel M. ; Maldonado, Wilfredo L. ; Osvaldo C. da Silva Filho, .
    In: Revista Brasileira de Economia - RBE.
    RePEc:fgv:epgrbe:v:66:n:2:a:5.

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References

References cited by this document

  1. Baxter, M. ; Crucini, M.J. ; Rouwenhorst, K.G. Solving the Stochastic Growth Model by a discrete-state-space, Euler-Equation Approach. 1990 Journal of Business & Economic Statistics. 8–1 9-21

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  10. Poljack, B.T. Existence theorems and convergence of minimizing sequences in extremum problems with restrictions. 1966 Soviet Mathematics. 7 72-75
    Paper not yet in RePEc: Add citation now

  11. Santos, M. Accuracy of numerical solutions using the Euler Equation Residuals. 2000 Econometrica. 68–6 1377-1402

  12. Santos, M. Smoothness of the policy function in discrete time economic models. 1991 Econometrica. 59–5 1365-1382

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  14. Stokey, N., Lucas, R., (with Prescott E.), 1989. Recursive Methods in Economic. Harvard University Press, Dynamics, MA.
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  15. Tauchen, G. Solving the stochastic growth problem by using Quadrature Methods and value-function iterations. 1990 Journal of Business and Economic Statistics. 8 49-51

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  3. Accuracy, Speed and Robustness of Policy Function Iteration. (2014). Walker, Todd ; Throckmorton, Nathaniel ; Richter, Alexander.
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  4. Accuracy, Speed and Robustness of Policy Function Iteration. (2014). Walker, Todd ; Throckmorton, Nathaniel ; Richter, Alexander.
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  5. Solving Rational Expectations Models. (2012). Marx, Magali ; Barthélemy, Jean ; Barthelemy, Jean.
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  11. Holder continuity of the policy function approximation in the value function approximation. (2007). Maldonado, Wilfredo ; Svaiter, B. F..
    In: Journal of Mathematical Economics.
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