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QuantEcon / ContinuousDPs.jl

Continuous state dynamic programming
BSD 3-Clause "New" or "Revised" License
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Allow discrete actions #5

Open oyamad opened 6 years ago

oyamad commented 6 years ago

So far the action x is assumed to be a 1dim continuous variable.

Implementing s_wise_max for discrete action will be straightforward. The issue will be how to design the ContinuousDP type.

sglyon commented 6 years ago

I think this would be really great. Being able to express mixed discrete/continuous problems and solve them efficiently would make this package much more valuable to my own research