Closed jlperla closed 4 years ago
It's done in https://github.com/QuantEcon/SimpleDifferentialOperators.jl/pull/205 . However, I couldn't find an equivalent use of Laffine
in DEO. @ajozefiak it would be great if you suggest a better way. Right now I wrote the equation itself from https://quantecon.github.io/SimpleDifferentialOperators.jl/stable/examples/#Solving-HJBE-with-absorbing-barrier-conditions-1 .
Except for Laffine
which for this example is only for the first element of \pi_star
, I think the test and samples are ready to work on.
Following the #204 pattern @ajozefiak