egdst

Endogenous grip point method for solving discrete-continuous sequential decision problems THE PROJECT HAS MOVED TO https://github.com/fediskhakov/egdst Generic and simple to use Matlab code for solving finite horizon discrete time optimal control problems with one continuous and one discrete control. In essence: endogenous grid point method (eg) + additional discrete decisions (d) + additional state variables (st) Typical application in economics: finite horizon lifecycle models with discrete and continuous choice Reference: Iskhakov, Rust, Schjerning "Extending endogenous grid method for solving discrete-continuous sequential decision problems" Corresponding author: Fedor Iskhakov http://fedor.iskh.ru mailto:fediskhakov@gmail.com Please, let me know if you are using this code! Before usin

@egdstmodel
checkspecc.c
compile.m
egdst_lib.c
egdst_lib.h
egdst_simulator.c
egdst_solver.c
egdstmodel.m
readme.txt
showroom
.DS_Store
model_deaton.m
model_eship.m
model_occ.m
randstream.mat
start.m
tmp_esam2011
tmp_eship
tmp_occ3