Stable and efficient computational methods for dynamic programming
Dynamic programming is the foundation of dynamic economic analysis and often requires
numerical solution methods. Standard methods are either slow or unstable. These
instabilities are avoided when one uses modern methods from numerical optimization and
approximation. Furthermore, large dynamic programming problems can be solved by using
modern parallel computing architectures.
numerical solution methods. Standard methods are either slow or unstable. These
instabilities are avoided when one uses modern methods from numerical optimization and
approximation. Furthermore, large dynamic programming problems can be solved by using
modern parallel computing architectures.
Abstract
Dynamic programming is the foundation of dynamic economic analysis and often requires numerical solution methods. Standard methods are either slow or unstable. These instabilities are avoided when one uses modern methods from numerical optimization and approximation. Furthermore, large dynamic programming problems can be solved by using modern parallel computing architectures.
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