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Generic and simple to use Matlab code for solving finite horizon discrete time optimal control problems with one continuous and one discrete control.
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EGDST SOFTWARE ZICE2014 release By: Fedor Iskhakov, email@example.com http://fedor.iskh.ru ______________________________________________________________________________ This collection of files contains the latest version of the EGDST software and some code snippets prepared for the ZICE 2014. In particular: 1. Directory "init_setup" contains some instructions and simple examples that help to establish if C compiler and other components are properly installed in the system so that it can be used to run EGDST 2. Directory "matlab_examples" contain some Matlab code to illustrate the principles of Endogenous Gridpoint Methods 3. Directory "@egdstmodel" contains all the files of the EGDST software package 4. Directory "egdst_examples" contains the examples of use of EGDST software _________________________ INSTALLATION _______________________________________ EGDST software requires C files to be compiled on the system, therefore the first step is to install C compiler and make sure it works. Installation of C compiler is specific to the system, see http://www.mathworks.com.au/help/matlab/ref/mex.html Folder "init_setup" contains a simple C code file test.c for testing the mex setup. Browse into this folder and run mex test.c test OR simply start To enable OpenMP support, make sure you are using OpenMP supporting compiler and to test the environment run mex text.c CFLAGS='\$CFLAGS -fopenmp' LDFLAGS='\$LDFLAGS -fopenmp' test OR simply start The output should mension how many cores are available for OpenMP, if the output is identical to the run above OpenMP is not enabled. ______________________________ RUNNING _______________________________________ Browse into "egdst_examples" folder, run "start" from Matlab