NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Yongyang Cai

Becker Friedman Institute
University of Chicago
and
Hoover Institution
Stanford University
Stanford, CA 94305

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org

NBER Working Papers and Publications

September 2015A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems
with Kenneth Judd, Jevgenijs Steinbuks: w21590

Published: Yongyang Cai & Kenneth Judd & Jevgenijs Steinbuks, 2017. "A nonlinear certainty equivalent approximation method for dynamic stochastic problems," Quantitative Economics, vol 8(1), pages 117-147. citation courtesy of

May 2013Nonlinear Programming Method for Dynamic Programming
with Kenneth L. Judd, Thomas S. Lontzek, Valentina Michelangeli, Che-Lin Su: w19034

Published: Cai, Yongyang & Judd, Kenneth L. & Lontzek, Thomas S. & Michelangeli, Valentina & Su, Che-Lin, 2017. "A Nonlinear Programming Method For Dynamic Programming," Macroeconomic Dynamics, Cambridge University Press, vol. 21(02), pages 336-361, March. citation courtesy of

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 citation courtesy of

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