搜索结果: 1-7 共查到“经济学 dynamic programming”相关记录7条 . 查询时间(0.07 秒)
Determining the optimal selling time of cattle:A stochastic dynamic programming approach
decision analysis farm management simulation
2016/11/11
The world meat market demands competitiveness, and optimal livestock replacement decisions can help to achieve this goal. In the article, there is introduced a novel discrete stochastic dynamic progra...
Obtaining Analytic Derivatives for a Class of Discrete-Choice Dynamic Programming Models
Analytic Derivatives Discrete-Choice Dynamic Programming Models
2015/9/18
This paper shows how to recursively calculate analytic first and second derivatives of the likelihood function generated by a popular version of a discrete-choice, dynamic programming model, allowing ...
Envelope condition method versus endogenous grid method for solving dynamic programming problems
Hoover Institution, Stanford University, USA University of Alicante, Spain
2015/7/21
We introduce an envelope condition method (ECM) for solving dynamic programming problems. The ECM method is simple to implement, dominates conventional value function iteration and is comparable in ac...
上海财经大学经济学院高级宏观经济学课件ILecture 5 Dynamic Programming: Method and Applications (Continued)
上海财经大学经济学院 高级宏观经济学 课件I Lecture 5 Dynamic Programming Method Applications Continued
2012/7/9
上海财经大学经济学院高级宏观经济学课件ILecture 5 Dynamic Programming: Method and Applications (Continued).
上海财经大学经济学院高级宏观经济学课件ILecture 4 Dynamic Programming: Method and Applications
上海财经大学经济学院 高级宏观经济学 课件I Lecture 4 Dynamic Programming Method Applications
2012/7/9
上海财经大学经济学院高级宏观经济学课件ILecture 4 Dynamic Programming: Method and Applications.
Optimal insurance demand under marked point processes shocks: a dynamic programming duality approach
Optimal insurance stochastic control duality optional decomposition
2010/10/21
We study the stochastic control problem of maximizing expected utility from terminal wealth under a non-bankruptcy constraint. The wealth process is subject to shocks produced by a general marked poin...
2005年第26讲(总第462讲)
The Lagrange Method for Dynamic Optimization:An Alternative to Dynamic Programming
2007/8/10
主讲人
邹至庄教授
题目
The Lagrange Method for Dynamic Optimization:An Alternative to Dynamic Programming
时间
2005年9月21日(星期三)下午14:00-15:30
地点
北京大学中国经济研究中心致福轩教室
工作语言
英文
联系电话
62758915
演讲简介
To solve dynamic optimiz...