QuantEcon / ContinuousDPs.jl

Continuous state dynamic programming
BSD 3-Clause "New" or "Revised" License
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Add a method to generate controlled_mc #17

Open oyamad opened 6 years ago

oyamad commented 6 years ago

Similar to dpstst in CompEcon

MarkovChain(res::CDPSolveResult, h::Integer, n_bin::Integer)

which returns n_bin x n_bin MarkovChain, where h is the "degree of smoothing".