35 citations · 88 across the 11 of their papers we have counts for
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econ.TH2018
The Income Fluctuation Problem with Capital Income Risk: Optimality and Stability
Qingyin Ma, John Stachurski, Alexis Akira Toda
This paper studies the income fluctuation problem with capital income risk (i.e., dispersion in the rate of return to wealth). Wealth returns and labor earnings are allowed to be s…
math.OC2018★ 2 cited
Dynamic Programming Deconstructed: Transformations of the Bellman Equation and Computational Efficiency
Qingyin Ma, John Stachurski
Some approaches to solving challenging dynamic programming problems, such as Q-learning, begin by transforming the Bellman equation into an alternative functional equation, in orde…