A feature request: a syntax for writing problems with "cycles" in which the agents solve a different problem in each subperiod.
In these problems:
All endogenous states are carried from period to period
All functions (including transition, arbitrage, felicity, etc.) may be different from period to period
Exogenous shock may vary from period to period.
From @llorracc
A simple example that could be used to develop a syntax for this is the portfolio problem: "end-of-period" problem: Given assets $a$, figure out how to invest them in risky vs safe assets. Which involves constructing a marginal end-of-period-value function $v^{'}{t,1}$
"beginning-of-period" problem: Given end-of-period marginal value function, compute beginning-of-period optimal consumption. This yields $v^{'}{t,0}$
(moved from https://github.com/EconForge/dolark/issues/12 )
A feature request: a syntax for writing problems with "cycles" in which the agents solve a different problem in each subperiod.
In these problems:
From @llorracc
Further technical discussion here: https://www.econ2.jhu.edu/people/ccarroll/SolvingMicroDSOPs/
(originally discussed here: econ-ark/DARKolo#14 (comment) )