Continuous Time Optimization w/ Julia

AEM7130 / class-repo

AEM 7130: Dynamic Optimization/Computational Methods

MIT License

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Open azev77 opened 3 years ago

azev77 commented 3 years ago

Hi and thanks for making your material public. I wrote an example of using Julia to solve a continuous time consumption savings problem: https://pulsipher.github.io/InfiniteOpt.jl/stable/examples/Optimal%20Control/consumption_savings/

in case it's useful...

irudik commented 3 years ago

This is awesome thanks! Wish InfiniteOpt existed when I wrote my JMP. Do you mind if I use your code to start an example for next year?

azev77 commented 3 years ago

Feel free that's why I posted link...