
A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems
Author(s) -
Yongyang Cai,
Kenneth L. Judd,
Jevgenijs Steinbuks
Publication year - 2015
Language(s) - English
Resource type - Reports
DOI - 10.3386/w21590
Subject(s) - certainty , nonlinear system , mathematics , mathematical economics , mathematical optimization , computer science , physics , quantum mechanics , geometry