A hardware approach to value function iteration

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2020
Volume: 114
Issue: C

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

This paper proposes a novel approach for the computation of dynamic stochastic equilibrium models. We design an FPGA specialized in the computation of a Bellman equation via value function iteration (VFI). Our hardware approach exhibits significant speed gains vis-à-vis GPU-based data-parallelization techniques. The speed gains arise from two layers of parallelism, accessible to hardware developers: instruction-level and pipeline parallelism at the logical resources level. By and large, the paper documents significant computational speed gains from hardware specialization, so far unexplored by the macroeconomic literature.

Technical Details

RePEc Handle
repec:eee:dyncon:v:114:y:2020:i:c:s0165188920300622
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29