Dynamic programming with shape-preserving rational spline Hermite interpolation

Yongyang Cai; Kenneth L. Judd

doi:10.1016/j.econlet.2012.05.004

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Dynamic programming with shape-preserving rational spline Hermite interpolation

Yongyang Cai Kenneth L. Judd

Year: 2012 Journal: Economics Letters Vol: 117 (1)Pages: 161-164 Publisher: Elsevier BV

DOI: 10.1016/j.econlet.2012.05.004

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Keywords:

Hermite spline Cubic Hermite spline Spline interpolation Spline (mechanical) Hermite interpolation Interpolation (computer graphics) Mathematics Mathematical optimization Rational function Hermite polynomials Applied mathematics Monotone cubic interpolation Stability (learning theory) Dynamic programming Bellman equation Smoothing spline Value (mathematics) Computer science Nearest-neighbor interpolation Mathematical analysis Bilinear interpolation Artificial intelligence Statistics

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Advanced Numerical Analysis Techniques

Physical Sciences → Engineering → Computational Mechanics

Polynomial and algebraic computation

Physical Sciences → Computer Science → Computational Theory and Mathematics

Advanced Control Systems Optimization

Physical Sciences → Engineering → Control and Systems Engineering

Dynamic programming with shape-preserving rational spline Hermite interpolation

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