2 papers
econ.GN2026
The Endogenous Grid Method for Epstein-Zin Preferences
Alan Lujan
The endogenous grid method (EGM) accelerates dynamic programming by inverting the Euler equation, but it appears incompatible with Epstein-Zin preferences where the value function…
cs.CE2026
The Design and Composition of Structural Causal Decision Processes
Sebastian Benthall, Alan Lujan
We present two new classes of causal models of decision-making agents. Our approach is motivated by the needs of modeling the economics of computing systems. These systems are comp…