Agent stage optimization algorithm: EGM

econ-ark / HARK

Heterogenous Agents Resources & toolKit

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Agent stage optimization algorithm: EGM #1513

Open sbenthall opened 2 hours ago

sbenthall commented 2 hours ago

Agent stage optimization algorithm. EGM

for a single stage
looping through a fully specified model (maybe multi-stage)

In my view, this would be the right place to generalize the ConsLabelModel from https://github.com/econ-ark/HARK/blob/master/HARK/ConsumptionSaving/ConsLabeledModel.py

... and do a rewrite using a more general model representation (such as the one in model.py). @alanlujan91 I wonder if you agree.

sbenthall commented 2 hours ago

A general algorithm is implemented in https://github.com/econ-ark/HARK/pull/1283, but it uses a slightly different model representation. So it needs to be ported over. (Or rewritten from scratch)

sbenthall commented 2 hours ago

Also, the algorithm from PensionRetirementModel.ipynb

https://github.com/econ-ark/OverARK/tree/master/Development/nohablo