ContinuousDPs.jl

Routines for solving continuous state dynamic programs by the Bellman equation collocation method.

Installation

To install the package, open the Julia package manager (Pkg) and type:

add https://github.com/QuantEcon/ContinuousDPs.jl

Quick Start

using ContinuousDPs

# Create a continuous dynamic programming problem
# (example code here would depend on the specific API)

Demo Notebooks

• Stochastic optimal growth model
• Examples from Miranda and Fackler 2002, Chapter 9

References

• M. J. Miranda and P. L. Fackler, Applied Computational Economics and Finance, MIT press, 2002.