Simple Economics example
Opened this issue · 1 comments
azev77 commented
Hi and thanks for this package!
Is it possible to apply your solver to a simple (linear quadratic) economics problem:
https://discourse.julialang.org/t/solving-the-4-quadrants-of-dynamic-optimization-problems-in-julia-help-wanted/73285
Btw, can it handle infinite horizon problems?
thowell commented
Yes, this package will work for economics problems that fit the iLQR problem formulation. However, it won't necessarily handle infinite horizon problems. You can approximate this with a large planning horizon.