The effectiveness of numerical approximation for dynamic programming problems
The motivation of this thesis is the study of numerical methods for solving dynamic programming problems. In the first chapter, I present methods for reducing the computational cost imposed by the curse of dimensionality in the action and state space that occurs when solving for a Markov perfect equ...
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| Format: | Others |
| Language: | English |
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University of Iowa
2019
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| Online Access: | https://ir.uiowa.edu/etd/6968 https://ir.uiowa.edu/cgi/viewcontent.cgi?article=8469&context=etd |