The paper computes continuous-time OLG equilibria with aggregate risk by feeding a compressed wealth distribution into a neural net that outputs finite-difference grid values of the value function.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
citation-role summary
background 1
citation-polarity summary
fields
econ.GN 1years
2026 1verdicts
CONDITIONAL 1roles
background 1polarities
background 1representative citing papers
citing papers explorer
-
Mastering Stochastic OLG Models in Continuous Time
The paper computes continuous-time OLG equilibria with aggregate risk by feeding a compressed wealth distribution into a neural net that outputs finite-difference grid values of the value function.