Finite-Difference Methods for Continuous-Time Dynamic Programming
Finite-Difference Methods for Continuous-Time Dynamic Programming
复制标题
连续时间动态规划的有限差分法
DOI：
10.1093/0199248273.003.0008
复制
发表时间：
1998
影响因子：
13.7
通讯作者：
G. Candler
中科院分区：
文献类型：
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作者：
G. Candler
这段代码支持Graham V.Candler著的《用于连续时间动态规划的有限差分方法》中的文本，载于Ramon Marimon和Andrew Scott(编辑)的《研究动态经济的计算方法》，牛津大学出版社，第8章。在经济学中，大多数动态规划都是在离散时间内完成的，或者是故意的，因为大多数经济过程在某种意义上是离散的，或者是作为连续时间的近似值。在飞机工程中，计算流体动力学是一种连续时间建模方法，用于测试例如飞机的空气动力学。许多技术和模型几乎直接适用于经济学，这一章就是这么做的。
This code supports the text in Graham V. Candler, Finite-Difference Methods for Continuous-Time Dynamic Programming, in Ramon Marimon and Andrew Scott (eds), Computational Methods for the Study of Dynamic Economies, Chapter 8, Oxford University Press. In economics most dynamic programming is done in discrete time, either on purpose as most economic processes are in some sense discrete or as an approximation to continuous time. In aircraft engineering Computational Fluid Dynamics is a continuous time modelling approach to "test" for instance the aerodynamics of a plane. Many of the techniques and models are almost directly applicable to economics and exactly that is done in this chapter.