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DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks [article]

Jiequn Han, Yucheng Yang, Weinan E
agent models with aggregate shocks.  ...  We propose an efficient, reliable, and interpretable global solution method, $\textit{Deep learning-based algorithm for Heterogeneous Agent Models, DeepHAM}$, for solving high dimensional heterogeneous  ...  DeepHAM can handle complex HA models with aggregate shocks and provide a global solution.  ... 
doi:10.48550/arxiv.2112.14377 fatcat:7q5usejg6vdutbtwibja3ardeu