Numpy, Numba, Matplotlib, Python 3
The code was tested with the versions numpy==1.19.2, numba==0.54.0 and numpy==1.24.3, numba==0.57.0.
The module src/ode_computations.py contains two methods used to generate the discount functions and to test the approximation guarantees of a given discount function. The notebook replicate exhibits/main_figures.ipynb illustrates the use cases and replicate the main figures. The outputs are logged in the folder outputs/.
The notebook model_robustness_experiments.ipynb contains the methods used to run the numerical experiments (Appendix EC.5) for random instances. Executable commands are provided. The parameters can be changed to reflect the computational settings.