General Equilibrium Models with Heterogeneous Households: A Grid-Free Approach via Stochastic Dual Dynamic Programming

SSRN Electronic Journal 2026 Preprint Open access

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Authors: MATEUS CAVALCANTE WAGA, Bernardo K. Pagnoncelli, Davi Valladão, Andy Philpott
DOI: 10.2139/ssrn.6173128
Cited by: 0
References: 34

Fields of Study & Subjects

Economic theories and models Stochastic processes and financial applications Financial Literacy Pension Retirement Analysis

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint