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Autor(en):
Ludwig, Alexander; Schön, Matthias 
Titel:
Endogenous Grids in Higher Dimensions: Delaunay Interpolation and Hybrid Methods 
Abstract:
This paper investigates extensions of the method of endogenous grid-points (ENDGM) introduced by Carroll (2006) to higher dimensions with more than one continuous endogenous state variable. We compare three different categories of algorithms: (i) the conventional method with exogenous grids (EXGM), (ii) the pure method of endogenous grid-points (ENDGM) and (iii) a hybrid method (HEGM).ENDGM comes along with Delaunay interpolation on irregular grids. Comparison of methods is done by evaluating sp...    »
 
Stichworte:
Arbeitspapier/Diskussionspapier 
Jahr:
2013