Adaptive Spline Generation: A New Algorithm for Solving Stochastic Dynamic Programs

Michael Trick and Stanley Zin
Additional contact information
Michael Trick: http://mat.gsia.cmu.edu/

GSIA Working Papers from Carnegie Mellon University, Tepper School of Business

References: Add references at CitEc
Citations:

Downloads: (external link)
http://bighurt.tepper.cmu.edu/Economics/Working_Papers/tz2.ps

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cmu:gsiawp:16

Ordering information: This working paper can be ordered from
https://student-3k.t ... /gsiadoc/GSIA_WP.asp

Access Statistics for this paper

More papers in GSIA Working Papers from Carnegie Mellon University, Tepper School of Business Tepper School of Business, Carnegie Mellon University, 5000 Forbes Avenue, Pittsburgh, PA 15213-3890.
Bibliographic data for series maintained by Steve Spear ().