ICE 2005 Home Page — ICE Home Page — Ken Judd’s Home Page
Schedule
July 18 | |
| 8:15am – 8:30am | Welcome |
| 8:30am – 10:00am | Todd Munson, "Continuous Optimization with AMPL" |
| 10:30am – 12:00pm | Todd Munson, "Complementarity Problems with AMPL" |
| 12:00pm – 1:00pm | Lunch |
| 1:00pm – 2:30pm | Jorgé Moré, "Problem Solving Environments for Optimization: NEOS" |
| 3:00pm – 4:15pm | Tom Rutherford, "A Model of Traffic Congestion, Housing Prices and Compensating Wage Differentials" * Gams File |
| 4:45pm – 6:00pm | Karl Schmedders, "A Computational Approach to Proving Uniqueness in Static and Dynamic Games" |
| July 19 | |
| 8:30am – 10:00am | Sven Leyffer, “Solution of Leader-Follower Games” |
| 10:30am – 12:00pm | Edward Prescott, “Solving Moral Hazard Problems Using the Dantzig-Wolfe Algorithm” |
| 12:00pm – 1:00pm | Lunch |
| 1:00pm – 2:30pm | Sven Leyffer “Software Demo (NLP solvers, failure modes)” |
| 3:00pm – 4:15pm | Kenneth Judd & Che-Lin Su, “Computing Solutions for Moral Hazard Problems” |
| 4:15pm – 6:00pm | Myrna Wooders “Solutions for cooperative games with many players (2 papers & handout)” |
| July 20 | |
| 8:30am – 10:00am | Kenneth Judd, “Numerical Methods for Dynamic Programming I” |
| 10:30am – 12:00pm | Kenneth Judd, “Numerical Methods for Dynamic Programming II” |
| 12:00 - 1:00 pm | Lunch |
| 1:30 - 2:30 pm | Sven Lyffer & Todd Munson; Poster Session |
| 3:00 - 4:15 pm | Rosa Matzkin, “The Browser War” |
| 4:45 - 6:00 pm | John Birge, “Large-Scale Stochastic Dynamic Programs” |
| July 21 | |
| 8:30am – 10:00am | Jesus Villaverde, "Perturbation Methods for Dynamic Macro Models" |
| 10:30am – 12:00pm | Felix Kubler, "Stochastic OLG Models and Heterogeneous Agents" |
| 12:00pm – 1:00pm | Lunch |
| 1:00pm – 2:30pm | Michel Juillard, "Using Dynare to Solve Dynamic Economic Models (Dynare & RBC models)" |
| 3:00pm – 4:15pm | Kenneth Judd & Che-Lin Su, "Dynamic Programming in AMPL" |
| 4:15pm – 6:00pm | Andrew Levin, “Perturbation Methods for Optimal Policy Problems” |
| July 22 | |
| 8:30am – 10:00am | John Geweke, "Markov Chain Monte-Carlo Methods" |
| 10:30am – 11:30am | Nicholas Polson, "Sequential MCMC Methods: Particle and Practical Filtering" |
| 12:00pm – 1:00pm | Lunch |
| 1:30 - 2:30 pm | Donour Sizemore, "Practical High Performance Computing" |
| 3:00 - 4:15 pm | James Heckman & Salvador Navarro, “Computation and Estimation of Dynamic Discrete Choice Models” |
| 4:45 - 6:00 pm | Lars Hansen, “Robust Estimation and Control Without Commitment” |