Currently, Lagrangians are required to be written as Bellman equations of the form:
U[] = u[] + beta * E[][U[1]];
The right-hand side can only include a discount factor and a single expectation, which must be of the left-hand side. Trying to include other variables, for example a stochastic discount factor Q[] = beta * E[][lambda[1]] / lambda[], will raise an exception. I forget why I did it this way, but this needs to be revisited.
Currently, Lagrangians are required to be written as Bellman equations of the form:
The right-hand side can only include a discount factor and a single expectation, which must be of the left-hand side. Trying to include other variables, for example a stochastic discount factor
Q[] = beta * E[][lambda[1]] / lambda[], will raise an exception. I forget why I did it this way, but this needs to be revisited.