Literature

Below you find related literature to provide a background of the dc-egm algorithm and the related class of economic models.

• Christopher D. Carroll (2006). The method of endogenous gridpoints for solving dynamic stochastic optimization problems. Economics Letters

• Iskhakov, Jørgensen, Rust, & Schjerning (2017). The Endogenous Grid Method for Discrete-Continuous Dynamic Choice Models with (or without) Taste Shocks. Quantitative Economics

• Loretti I. Dobrescu & Akshay Shanker (2022). Fast Upper-Envelope Scan for Discrete-Continuous Dynamic Programming.