Solving nonlinear dynamic games via orthogonal collocation: An application to international commodity markets

Annals of Operations Research

Volumn 68, Issue , 1996, Pages 89-108

  Rui, Xiongwen ^a   Miranda, Mario J ^a  

^a OHIO STATE UNIVERSITY   (United States)

Author keywords

Chebyshev orthogonal collocation; Commodity storage; Rational expectations; Stochastic dynamic games; Stochastic dynamic programming

Indexed keywords

EID: 21444432922     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1007/BF02205450     Document Type: Article

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