Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models

• 1 July 2002
• journal article
• Published by The Econometric Society in Econometrica
• Vol. 70  (4) , 1519-1543
• https://doi.org/10.1111/1468-0262.00340

Abstract

Keywords

• DISCRETE MARKOV DECISION MODELS
• NESTED ALGORITHMS
• POLICY ITERATION
• MAXIMUM PSEUDO–LIKELIHOOD ESTIMATORS

All Related Versions

• Version 1, RePEc (Unconfirmed version)