https://github.com/quantecon/continuousdps.jl

Continuous state dynamic programming
https://github.com/quantecon/continuousdps.jl

Last synced: 8 months ago
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Continuous state dynamic programming

• Host: GitHub
• URL: https://github.com/quantecon/continuousdps.jl
• Owner: QuantEcon
• License: bsd-3-clause
• Created: 2017-11-16T21:09:39.000Z (over 8 years ago)
• Default Branch: main
• Last Pushed: 2025-09-03T07:05:33.000Z (9 months ago)
• Last Synced: 2025-10-14T00:23:30.786Z (8 months ago)
• Language: Julia
• Size: 9.69 MB
• Stars: 14
• Watchers: 7
• Forks: 10
• Open Issues: 10
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# ContinuousDPs.jl

[![Build Status](https://github.com/QuantEcon/ContinuousDPs.jl/actions/workflows/ci.yml/badge.svg)](https://github.com/QuantEcon/ContinuousDPs.jl/actions/workflows/ci.yml)

[![codecov](https://codecov.io/gh/QuantEcon/ContinuousDPs.jl/branch/main/graph/badge.svg)](https://codecov.io/gh/QuantEcon/ContinuousDPs.jl)

[![Documentation](https://img.shields.io/badge/docs-dev-blue.svg)](https://QuantEcon.github.io/ContinuousDPs.jl/dev/)

Routines for solving continuous state dynamic programs by the Bellman equation collocation method

## Installation

To install the package, open the Julia package manager (Pkg) and type

```

add https://github.com/QuantEcon/ContinuousDPs.jl

```

## Demo Notebooks

* [Stochastic optimal growth model](http://nbviewer.jupyter.org/github/QuantEcon/ContinuousDPs.jl/blob/main/examples/cdp_ex_optgrowth_jl.ipynb)

* [Examples from Miranda and Fackler 2002, Chapter 9](http://nbviewer.jupyter.org/github/QuantEcon/ContinuousDPs.jl/blob/main/examples/cdp_ex_MF_jl.ipynb)