Sheng-Pen Wang, Kenneth L. Judd. Solving a savings allocation problem by numerical dynamic programming with shape-preserving interpolation. Computers & OR, 27(5):399-408, 2000. [doi]
@article{WangJ00-0, title = {Solving a savings allocation problem by numerical dynamic programming with shape-preserving interpolation}, author = {Sheng-Pen Wang and Kenneth L. Judd}, year = {2000}, doi = {10.1016/S0305-0548(99)00044-1}, url = {http://dx.doi.org/10.1016/S0305-0548(99)00044-1}, tags = {programming}, researchr = {https://researchr.org/publication/WangJ00-0}, cites = {0}, citedby = {0}, journal = {Computers & OR}, volume = {27}, number = {5}, pages = {399-408}, }