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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.
The code for the paper "Constrained Optimization Approaches To Estimation Of Structural Models: Comment" by Iskhakov, Lee, Rust, Schjerning and Seo. Econometrica, 2015.
Code for the paper "Recursive Lexicographical Search: Finding all Markov Perfect Equilibria of Finite State Directional Dynamic Games" by Iskhakov, Rust and Schjerning, Review of Economic Studies 2015
Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)
January - February 2019
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