Finite Differences on Sparse Grids for Continuous-Time Heterogeneous Agent Models
We present a finite difference method working on sparse grids to solve higher dimensional heterogeneous agent models. If one wants to solve the arising Hamilton–Jacobi–Bellman equation on a standard full grid, one faces the problem that the number of grid points grows exponentially with the number o...
Gardado en:
| Principais autores: | , |
|---|---|
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
MDPI AG
2025-01-01
|
| Series: | Algorithms |
| Assuntos: | |
| Acceso en liña: | https://www.mdpi.com/1999-4893/18/1/40 |
| Tags: |
Sen Etiquetas, Sexa o primeiro en etiquetar este rexistro!
|