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Improved script for ex. 4.7 #91

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CorentinJ wants to merge 1 commit into LyWangPX:master from CorentinJ:patch-1

CorentinJ commented Jun 19, 2022

Hello, I have submitted my code for the exercise 4.7, in place of the current one.

It is optimized using vectorization and memoization. It takes under a minute to compute the optimal policy.
The code is configurable through global constants
The additional constraints from the exercise 4.7 have been implemented
The code produces a pretty plot of the policy and of the value function

I also didn't get results exactly equal to that of the book, but they're very close.

Plot of the base problem as presented in example 4.2:

After introducing the two nonlinearities:


          Update Ex4.7-A.py

1c13cfc

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