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jlperla / continuous_time_methods

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Get implicit method for neoclassical growth working, and understand method #1

Closed jlperla closed 7 years ago

jlperla commented 7 years ago

See http://www.princeton.edu/~moll/HACTproject/HACT_Additional_Codes.pdf and http://www.princeton.edu/~moll/HACTproject/HACT_Numerical_Appendix.pdf

Build up to the http://www.princeton.edu/~moll/HACTproject/HJB_NGM_implicit.m solution for neoclassical growth with everything deterministic. No need to follow the explicit solution methods.

jlperla commented 7 years ago

It is section 2 rather than section 1 in the "additional_codes" that matters.

jlperla commented 7 years ago

Also see http://www.princeton.edu/~moll/HACTproject/HACT_Numerical_Appendix.pdf Section 1.2 for an explanation of the implicit scheme of a more complicated setup.