2 resultados para Nonlinear programming problem

em Repositório digital da Fundação Getúlio Vargas - FGV


Relevância:

80.00% 80.00%

Publicador:

Resumo:

A contractive method for computing stationary solutions of intertemporal equilibrium models is provide. The method is is implemented using a contraction mapping derived from the first-order conditions. The deterministic dynamic programming problem is used to illustrate the method. Some numerical examples are performed.