Solving Dynamic Programming Problems on a Computational Grid

Computational Economics

Volumn 45, Issue 2, 2015, Pages 261-284

  Cai, Yongyang ^a,b   Judd, Kenneth L ^a   Thain, Greg ^c   Wright, Stephen J ^c  

^a STANFORD UNIVERSITY   (United States)

^b University of Chicago   (United States)

^c University of Wisconsin   (United States)

Author keywords

Dynamic portfolio optimization; Grid computing; Multi country optimal growth; Numerical dynamic programming; Parallel computing; Value function iteration

Indexed keywords

EID: 84893203050     PISSN: 09277099     EISSN: 15729974     Source Type: Journal    
DOI: 10.1007/s10614-014-9419-x     Document Type: Article

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