Fully JAX-compatible python implementation of the DC-EGM algorithm from Iskhakov, Jorgensen, Rust, and Schjerning (QE, 2017).
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Updated
Nov 29, 2024 - Python
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dc-egm
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JAX and numba implementations of the fast upper envelope scan for solving discrete-continuous dynamic programming problems
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Updated
Nov 4, 2024 - Python
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