Solving dynamic stochastic economic models by mathematical programming decomposition methods
نویسندگان
چکیده
منابع مشابه
Solving dynamic stochastic economic models by mathematical programming decomposition methods
Discrete-time optimal control problems arise naturally in many economic problems. Despite the rapid growth in computing power and new developments in the literature, many economic problems are still quite challenging to solve. Economists are aware of the limitations of some of these approaches for solving these problems due to memory and computational requirements. However, many of the economic...
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ژورنال
عنوان ژورنال: Computers & Operations Research
سال: 2008
ISSN: 0305-0548
DOI: 10.1016/j.cor.2006.02.031