
A Simple but Powerful Simulated Certainty Equivalent Approximation Method for Dynamic Stochastic Problems
Author(s) -
Yongyang Cai,
Kenneth L. Judd
Publication year - 2021
Language(s) - English
Resource type - Reports
DOI - 10.3386/w28502
Subject(s) - simple (philosophy) , certainty , mathematics , computer science , mathematical optimization , mathematical economics , algorithm , epistemology , philosophy , geometry