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Computing continuous-time growth models with boundary conditions via wavelets

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URI: https://hdl.handle.net/10016/7345
ISSN: 0165-1889
DOI: 10.1016/j.jedc.2007.01.012
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2007-11
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Elsevier
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Abstract
This paper presents an algorithm for solving boundary value differential equations, which often arise in economics from the application of Pontryagin’s maximum principle. We propose a wavelet-collocation algorithm, study its convergence properties and illustrate how this approach can be applied to different economic problems
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Wavelets, Continuous-time growth models, Boundary value problems
Bibliographic citation
Journal of Economic Dynamics & Control, 2007, v.31, n. 11, pp. 3614–3643
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