econ-ark/HARK

Agent stage optimization algorithm: EGM

Opened this issue · 2 comments

sbenthall commented

Agent stage optimization algorithm. EGM

  • for a single stage
  • looping through a fully specified model (maybe multi-stage)

In my view, this would be the right place to generalize the ConsLabelModel from
https://github.com/econ-ark/HARK/blob/master/HARK/ConsumptionSaving/ConsLabeledModel.py

... and do a rewrite using a more general model representation (such as the one in model.py). @alanlujan91 I wonder if you agree.

sbenthall commented

A general algorithm is implemented in #1283, but it uses a slightly different model representation. So it needs to be ported over. (Or rewritten from scratch)