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QuantEcon / ContinuousDPs.jl

Continuous state dynamic programming
BSD 3-Clause "New" or "Revised" License
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Add option to supply initial value function #11

Closed oyamad closed 3 years ago

tokuma09 commented 5 years ago

In this package, v and Tv are objects that only contain values.

To use initial guess, we may need to add option to supply basis coefficients like C in solve,operator_iteration!,bellman_operator!,policy_iteration_operator!.

Do you have any suggestion?

oyamad commented 5 years ago

Add an option v_init, a Vector of values, from which the initial C can be computed.