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NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Yongyang Cai

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers and Chapters

May 2013Nonlinear Programming Method for Dynamic Programming
with Kenneth L. Judd, Thomas S. Lontzek, Valentina Michelangeli, Che-Lin Su: w19034
January 2013Solving Dynamic Programming Problems on a Computational Grid
with Kenneth L. Judd, Greg Thain, Stephen J. Wright: w18714

Published: Yongyang Cai & Kenneth Judd & Greg Thain & Stephen Wright, 2015. "Solving Dynamic Programming Problems on a Computational Grid," Computational Economics, Society for Computational Economics, vol. 45(2), pages 261-284, February. citation courtesy of

Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs
with Kenneth L. Judd, Rong Xu: w18709
The Social Cost of Stochastic and Irreversible Climate Change
with Kenneth L. Judd, Thomas S. Lontzek: w18704
November 2012Dynamic Programming with Hermite Approximation
with Kenneth L. Judd: w18540

Published: Mathematical Methods of Operations Research June 2015, Volume 81, Issue 3, pp 245-267 Date: 13 Feb 2015 Dynamic programming with Hermite approximation Yongyang Cai, Kenneth L. Judd

September 2012Continuous-Time Methods for Integrated Assessment Models
with Kenneth L. Judd, Thomas S. Lontzek: w18365

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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