Envelope condition method versus endogenous grid method for solving dynamic programming problems

C-Tier
Journal: Economics Letters
Year: 2013
Volume: 120
Issue: 2
Pages: 262-266

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

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 accuracy and cost to Carroll’s (2005) endogenous grid method. Codes are available.

Technical Details

RePEc Handle
repec:eee:ecolet:v:120:y:2013:i:2:p:262-266
Journal Field
General
Author Count
2
Added to Database
2026-01-25