Dynamic programming with shape-preserving rational spline Hermite interpolation

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 117
Issue: 1
Pages: 161-164

Authors (2)

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

Numerical methods for dynamic programming often use value function iteration and interpolation. We present a novel shape-preserving rational spline approximation method that improves value function iteration in terms of both stability and accuracy compared to more common methods.

Technical Details

RePEc Handle
repec:eee:ecolet:v:117:y:2012:i:1:p:161-164
Journal Field
General
Author Count
2
Added to Database
2026-01-25