Recursive Approximation of the High Dimensional max Function

Ilker Birbil, Shu-Cherng Fang, Hans Frenk and Shuzhong Zhang

Econometric Institute Research Papers from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

Abstract: An alternative smoothing method for the high dimensional max function has been studied. The proposed method is a recursive extension of the two dimensional smoothing functions. In order to analyze the proposed method, a theoretical framework related to smoothing methods has been discussed. Moreover, we support our discussion by considering some application areas. This is followed by a comparison with an alternative well-known smoothing method.

Keywords: n dimensional max function; recursive approximation; smoothing methods; vertical linear complementarity (VLCP) (search for similar items in EconPapers)
JEL-codes: C61 M M11 R4 (search for similar items in EconPapers)
Date: 2003-01-21
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Persistent link: https://EconPapers.repec.org/RePEc:ems:eureir:267

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