资 源 简 介
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!
Before usin
