We consider stochastic mathematical programs with complementarity constraints in which both the objective and constraints involve limit functions that need to be approximated. Such programs can be ...
Let's try a simple linear function: f ( x) = x + c, where c is a constant. So, f ( x) = x + c is a solution for any a and any ...
This article describes three approximation methods I used to solve the growth model (Model 1) studied by the National Bureau of Economic Research's nonlinear rational-expectations-modeling group ...