egdst
2016-08-23
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Endogenous grip point method for solving discrete-continuous sequential decision problems
THE PROJECT HAS MOVED TO https://github.com/fediskhakov/egdst
Generic and simple to use Matlab code for solving finite horizon discrete time optimal control problems with one continuous and one discrete control.
In essence: endogenous grid point method (eg) + additional discrete decisions (d) + additional state variables (st)
Typical application in economics: finite horizon lifecycle models with discrete and continuous choice
Reference: Iskhakov, Rust, Schjerning "Extending endogenous grid method for solving discrete-continuous sequential decision problems"
Corresponding author: Fedor Iskhakov http://fedor.iskh.ru mailto:fediskhakov@gmail.com
Please, let me know if you are using this code!
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egdst
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