Overview of the files:
- solve_1d_model.ipynb solves the simple consumption saving model
- solve_dc_model.ipynb solves the extended consumption-housing model
- fd_lcp.py is a script that solves the consumption-housing model in continuous time
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Code for "A Comparison of Discrete and Continuous Time Methods for Dynamic Optimization Problems"
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madsankern/DynamicProgramming
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Code for "A Comparison of Discrete and Continuous Time Methods for Dynamic Optimization Problems"
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