v0.3.0

ContinuousDPs v0.3.0

Diff since v0.2.1

New features

• Solver types CollocationSolver(basis; algorithm=PFI/VFI, inner_solver, tol, max_iter) and LQASolver(basis; point): the solution methodology is specified separately from the model and passed to solve as solve(cdp, solver) (#109)

Breaking changes

• ContinuousDP holds the model primitives only: the basis-endowed constructors, the basis keyword of the copy constructor, and solve(cdp, PFI/VFI/LQA; ...) are removed; the removed forms raise errors stating the replacement (construct without basis and pass CollocationSolver(basis) or LQASolver(basis; point) to solve) (#109, #114)
• ndims(::ContinuousDP) is removed; the state dimension is a property of the solution: use ndims(res) (#114)

Merged pull requests:

• ENH: Add CollocationSolver/LQASolver; make ContinuousDP primitives-only (#109) (@oyamad)
• DOC: Present ContinuousDP keywords in the conceptual order (#112) (@oyamad)
• ENH, FIX: Add ValueFunction/PolicyFunction; clamp the simulated policy into the action bounds (#113) (@oyamad)
• MAINT: Remove the v0.2 API; thread interp explicitly through the internals (#114) (@oyamad)
• MAINT: Split cdp.jl: extract inner_solvers.jl and policy_system.jl (#115) (@oyamad)
• ENH, DOC: Validate the weights length at construction; document g-totality for discrete actions (#116) (@oyamad)

Closed issues:

• Interp (#8)