Numerical Steady State Solutions for Nonlinear Dynamic Optimization Models

Hans Amman (), David Andrew Kendrick () and Heinz Neudecker
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Heinz Neudecker: University of Amsterdam

Computing in Economics and Finance 1996 from Society for Computational Economics

Abstract: Nonlinear dynamic optimization models are widely used in theoretical and empirical economic modeling, especially in the field of optimal growth and intertemporal macroeconomic modeling. In this paper we present a sequential quadratic programming algorithm for computing directly the steady state solution for a wide class of nonlinear dynamic optimization problems in discrete time.

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Related works:
Working Paper: Numerical Steady State Solutions for Nonlinear Dynamic Optimization Models (1994)
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