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雷达卡
英文标题：
《From 0D to 1D spatial models using OCMat》
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作者：
Dieter Grass
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最新提交年份：
2015
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英文摘要：
We show that the standard class of optimal control models in OCMat can be used to analyze 1D spatial distributed systems. This approach is an intermediate step on the way to the FEM discretization approach presented in Grass and Uecker (2015). Therefore, the spatial distributed model is transformed into a standard model by a finite difference discretization. This (high dimensional) standard model is then analyzed using OCMAT. As an example we apply this method to the spatial distributed shallow lake model formulated in Brock and Xepapadeas (2008). The results are then compared with those of the FEM discretization in GRass and Uecker (2015)
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中文摘要：
我们证明了OCMat中的标准类最优控制模型可以用于分析一维空间分布式系统。该方法是格拉斯和尤克尔（2015）提出的有限元离散化方法的中间步骤。因此，通过有限差分离散化将空间分布模型转换为标准模型。然后使用OCMAT分析该（高维）标准模型。作为一个例子，我们将此方法应用于Brock和Xepapadeas（2008）提出的空间分布浅水湖模型。然后将结果与GRass和Uecker（2015）中的有限元离散结果进行比较
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：Economics 经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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