There are several formal kinds of interpolation, including linear interpolation, polynomial interpolation, and piecewise constant interpolation.

Polynomial interpolation to analytic functions can be very accurate, depending on the distribution of the interpolation nodes. However, in equispaced nodes and the like, besides being badly ...

The Solution and Estimation of Discrete Choice Dynamic Programming Models by Simulation and Interpolation: Monte Carlo Evidence Michael P. Keane and Kenneth I. Wolpin The Review of Economics and ...