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QuantEcon / ContinuousDPs.jl

Continuous state dynamic programming
BSD 3-Clause "New" or "Revised" License
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[WIP] add option to supply initial value function (#11) #25

Closed tokuma09 closed 5 years ago

tokuma09 commented 5 years ago

This pull request add an option to supply initial value function in solve, operator_iteration!,bellman_operator!,policy_iteration_operator!.

Detail

  1. Users can provide v_init which is initial guess for value function.
  2. Given v_init, we compute and update basis coefficients C.
  3. Using updated basis coefficients C, we calculate value function or policy function.

Here, v_init is a keyword argument since this style may be user-friendly.

close #11.