Reference health
Sparse Grids for Dynamic Economic Models
34/34 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
35 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 34 checked references that resolve
resolves10.1137/050645142
A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
resolves10.3233/ASY-1991-4305
Convergence of approximation schemes for fully nonlinear second order equations
resolves10.1017/9781108227223.007
Computing Equilibria in Dynamic Stochastic Macro-Models with Heterogeneous Agents
resolves10.1016/S0165-1889(99)00077-9
Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm
resolves10.1016/j.jeconom.2007.12.004
Likelihood approximation by numerical integration on sparse grids
resolves10.1007/s006070070005
Application of an Adaptive Sparse-Grid Technique to a Model Singular Perturbation Problem
resolves10.1016/j.jedc.2014.03.003
Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain
resolves10.1016/j.jedc.2010.09.013
Comparison of solutions to the multi-country Real Business Cycle model
resolves10.1257/aer.96.3.737
Pareto-Improving Social Security Reform when Financial Markets Are Incomplete!?
resolves10.3982/QE364
Merging simulation and projection approaches to solve high-dimensional problems with an application to a new Keynesian model
resolves10.1080/07474938.2011.607089
Estimation of Dynamic Discrete Choice Models Using Artificial Neural Network Approximations
resolves10.1137/20M1325885
A Generalized Spatially Adaptive Sparse Grid Combination Technique with Dimension-wise Refinement
resolves10.1137/060649616
Efficient Hierarchical Approximation of High‐Dimensional Option Pricing Problems
resolves10.1016/j.jocs.2019.03.004
Machine learning for high-dimensional dynamic stochastic economies
resolves10.1093/jjfinec/nby024
Pricing American Options under High-Dimensional Models with Recursive Adaptive Sparse Expectations*
resolves10.1109/IPDPS.2018.00070
Rethinking large-scale Economic Modeling for Efficiency: Optimizations for GPU and Xeon Phi Clusters
resolves10.1016/S0165-1889(03)00043-5
Solving dynamic general equilibrium models using a second-order approximation to the policy function
resolves10.1006/jcom.1995.1001
Explicit Cost Bounds of Algorithms for Multivariate Tensor Product Problems
resolves10.3982/ECTA6297
Solving, Estimating, and Selecting Nonlinear Dynamic Models Without the Curse of Dimensionality
resolves10.1137/040615201
High-Order Collocation Methods for Differential Equations with Random Inputs
The 35 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedref3
no DOI — not checkedAn adaptive sparse grid semi-Lagrangian scheme for first order Hamilton-Jacobi Bellman equations
no DOI — not checkedFor more details on contemporary hardware such as GPUs, heterogeneous CPU+GPU systems as well as FPGAs, see
no DOI — not checkedref11
no DOI — not checkedOption pricing with a direct adaptive sparse grid approach
no DOI — not checkedref14
no DOI — not checkedref15
no DOI — not checkedSolving the stochastic growth model by policy-function iteration
no DOI — not checkedSolving the stochastic growth model by parameterizing expectations
no DOI — not checkedMachine learning for continuous-time economics
no DOI — not checkedHigh-dimensional dynamic stochastic model representation
no DOI — not checkedParallelized dimensional decomposition for large-scale dynamic stochastic economic models
no DOI — not checkedEfficient cosmological parameter sampling using sparse grids
no DOI — not checkedref27
no DOI — not checkedAlexandros Gilch, Michael Griebel, and Jens Oettershagen. Sparse tensor product approximation for a class of generalized method of moments estimators
no DOI — not checkedAn adaptive wavelet stochastic collocation method for irregular solutions of partial differential equations with random input data
no DOI — not checkedAdaptive sparse grids
no DOI — not checkedSparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance
no DOI — not checkedref34
no DOI — not checkedFinite Difference Methods for Ordinary and Partial Differential Equations
no DOI — not checkedAn adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations
no DOI — not checkedAn anisotropic sparse grid stochastic collocation method for partial differential equations with random input data
no DOI — not checkedref49
no DOI — not checkedB-splines on sparse grids for surrogates in uncertainty quantification
no DOI — not checkedMachine learning for dynamic incentive problems
no DOI — not checkedNumerical dynamic programming in economics
no DOI — not checkedref54
no DOI — not checkedref55
no DOI — not checkedref59
no DOI — not checkedSolving high-dimensional dynamic portfolio choice models with hierarchical b-splines on sparse grids
no DOI — not checkedQuadrature and interpolation formulas for tensor products of certain classes of functions
no DOI — not checkedref64
no DOI — not checkedAdaptation to rare natural disasters and global sensitivity analysis in a dynamic stochastic economy
no DOI — not checkedSparse grids
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