New lecture on discrete DP

15 Sep 2015

new lecture on discrete dynamic programming has been added to the the Python side of quant-econ.net. It demonstrates how to exploit some very high quality code for solving infinite horizon discrete dynamic programming problems written by Daisuke Oyama. We plan to develop a Julia version over the next few months. Please get in touch if you are interested in helping out on porting this code to Julia.


Published by: Natasha Watkins


Read more news