HJBE example with multiple discrete states and a continuous state

QuantEcon / SimpleDifferentialOperators.jl

Library for simple upwind finite differences

MIT License

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HJBE example with multiple discrete states and a continuous state #183

Open jlperla opened 5 years ago

jlperla commented 5 years ago

Following the completion of #55, do a variation solving with multiple discrete states and continuous states. Again, do with SDO and also a hand-tweaked setup.