ListarGI-M2NICA - Artigos por tema "Augmented Lagrangian active set"
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Equilibrium models with heterogeneous agents under rational expectations and its numerical solution
(Elsevier B.V., 2021-05)[Abstract]: In this work we assume rational expectations to pose general equilibrium models with heterogeneous firms that can enter or exit the industry. More precisely, we assume a general Ito process for the dynamics of ...