Solving Dynamic Programming Problems on a Computational Grid

Published 2014 View Full Article

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Title
Solving Dynamic Programming Problems on a Computational Grid
Authors
Keywords
Numerical dynamic programming, Parallel computing, Grid computing, Value function iteration, Dynamic portfolio optimization, Multi-country optimal growth, C61, C63, G11
Journal
Computational Economics
Volume 45, Issue 2, Pages 261-284
Publisher
Springer Nature
Online
2014-02-01
DOI
10.1007/s10614-014-9419-x
References
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