3 papers
econ.TH2026
Theoretical Foundations of Sequential Dynamic Programming
Alan Lujan
Many economic problems have several controls per period, whose joint choice is subject to the curse of dimensionality. Solving them in stages is computationally cheaper, but no gen…
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…
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…