Scalable high-dimensional dynamic stochastic economic modeling
نویسندگان
چکیده
منابع مشابه
Scalable high-dimensional dynamic stochastic economic modeling
We present a highly parallelizable and flexible computational method to solve highdimensional stochastic dynamic economic models. Solving such models often requires the use of iterative methods, like time iteration or dynamic programming. By exploiting the generic iterative structure of this broad class of economic problems, we propose a parallelization scheme that favors hybrid massively paral...
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ژورنال
عنوان ژورنال: Journal of Computational Science
سال: 2015
ISSN: 1877-7503
DOI: 10.1016/j.jocs.2015.07.004