Resolution and Simulation of IAM with uncertainty
1 : LSE - Grantham Research Institute
* : Corresponding author
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Welfare optimality in a recursive framework (Bellman equation)
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Characterization of different types of uncertainty (brownian motion, jumps)
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Welfare function approximation with Chebyshev polynomials
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Writing code in Matlab with Miranda & Fackler's CompEcon toolbox
Prerequisite: none. If you have a laptop with MATLAB, please bring it to the course. There is a trial version of MATLAB.
| Subject : | : | Fall school lectures |
| Topics | : | Fall school: 2nd lecture by Frank Venmans |
| Keywords | : | IAM |
| PDF version | : |  PDF version |
- Poster
