QuantEcon/ContinuousDPs.jl

Continuous state dynamic programming

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

Demo Notebooks

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