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Publications in Optimization

Numerical Comparison of Augmented Lagrangian Algorithms for Nonconvex Problems

Computational Optimization and Applications

Computational Mathematics

Applied Mathematics

English

Approximating Infinite-Horizon Models in a Complementarity Format: A Primer in Dynamic General Equilibrium Analysis

Journal of Economic Dynamics and Control

Applied Mathematics

English

Improving Monetary Policy Models

Journal of Economic Dynamics and Control

Applied Mathematics

English

Endogenous Growth and Time-To-Build: The AK Case

Journal of Economic Dynamics and Control

Applied Mathematics

English

A Smoothing Projected Newton-Type Algorithm for Semi-Infinite Programming

Computational Optimization and Applications

Computational Mathematics

Applied Mathematics

English

Power-Law Behaviour, Heterogeneity, and Trend Chasing

Journal of Economic Dynamics and Control

Applied Mathematics

English

Dynamic Inconsistency, Cooperation and the Benevolent Dissembling Government

Journal of Economic Dynamics and Control

Applied Mathematics

English

Asset Allocation Under Multivariate Regime Switching

Journal of Economic Dynamics and Control

Applied Mathematics

English

Learning the Optimum as a Nash Equilibrium

Journal of Economic Dynamics and Control

Applied Mathematics

English

Robust Monetary Policy in a Small Open Economy

Journal of Economic Dynamics and Control

Applied Mathematics

English