PHILSU KIM, XIANGFAN PIAO, SANG DONG KIM, AN ERROR CORRECTED EULER METHOD FOR SOLVING STIFF PROBLEMS BASED ON CHEBYSHEV COLLOCATION, SIAM Journal on Numerical Analysis, Vol. 49, No. 5/6 (2011), pp.

This article describes a method for computing approximate equilibria for stochastic dynamic economies. The method is of general interest because it allows straightforward computation of equilibria in ...