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Example with Finite Horizon #37

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azev77 opened this issue Jun 25, 2021 · 2 comments
Closed

Example with Finite Horizon #37

azev77 opened this issue Jun 25, 2021 · 2 comments

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@azev77
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azev77 commented Jun 25, 2021

Hi.
I'm writing a post on solving dynamic economic models in the Julia ecosystem.
I'm interested in 4 broad categories of models:
image
I have multiple solutions for the deterministic models.
image

Is it possible to use your package to solve finite horizon models?
@RJDennis
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The package is written with discrete-time infinite-horizon models in model and I haven't tried to extend it to finite-horizon problems (discrete-time, continuous-time, deterministic, or stochastic) as the solution techniqies used are often very different.

@azev77
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azev77 commented Jul 2, 2021 •
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I'll leave these links here in case the issue comes up again:
https://www.sciencedirect.com/science/article/pii/S0165188999000081
https://www.jstor.org/stable/2663667?seq=1#metadata_info_tab_contents

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@azev77 @RJDennis