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Compute fixedpoint of
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Cournot Equilibrium Model
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Nonlinear complementarity problem methods
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Hard nonlinear complementarity problem with Billup’s function
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Illustrates linear complementarity problem
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Convergence rates for different NLP methods
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Simple nonlinear complementarity problem
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Spacial Equilibrium Model
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Set Initial Value and Max Iterations
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Finite-Dimensional Optimization
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Maximization of banana function by various methods
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<a class="reference internal" href="../opt/05%20Optimization%20with%20qnewton.html">
Optimization with qnewton
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<a class="reference internal" href="../opt/06%20KKT%20conditions%20for%20constrained%20optimization%20problems.html">
KKT conditions for constrained optimization problems
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<a class="reference internal" href="../opt/08%20Constrained%20optimization%20using%20scipy.html">
Constrained optimization using scipy
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<a class="reference internal" href="../qua/chapter06.html">
Quadrature
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Area under a curve
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Change in Consumer Surplus
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Finite-Difference Jacobians and Hessians
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Function Approximation
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Approximating functions on
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Approximating functions on
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Basis functions and standard nodes for major approximation schemes
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Chebychev polynomial and spline approximantion of various functions
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Solve Cournot oligopoly model via collocation
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Compute function inverse via collocation
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Linear Spline Approximation
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Monopolist’s Effective Supply Function
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Discrete Time Discrete State Dynamic Programming
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Mine management model
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Asset replacement model
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Asset replacement model with maintenance
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Discrete Time Continuous State Dynamic Programming
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Asset Replacement Model
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Industry Entry-Exit Model
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Job Search Model
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American Put Option Pricing Model
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Public Renewable Resource Model
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Private Non-Renewable Resource Model
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Water Resource Management Model
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Monetary Policy Model
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Production Management Model
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Linear-Quadratic Model
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Ordinary Differential Equations
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Initial Value Non-Homogeneous Linear ODE Example
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Non-IVP Non-Homogeneous Linear ODE Example
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Continuous Time Deterministic Optimal Control
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Deterministic Renewable Resource Model
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Deterministic Production Adjustment Model
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<i class="fas fa-list"></i> Contents
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<li class="toc-h1 nav-item toc-entry">
<a class="reference internal nav-link" href="#">
Production Management Model
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<li class="toc-h2 nav-item toc-entry">
<a class="reference internal nav-link" href="#about">
About
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<li class="toc-h3 nav-item toc-entry">
<a class="reference internal nav-link" href="#model-parameters">
Model parameters
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<a class="reference internal nav-link" href="#continuous-state-shock-distribution">
Continuous state shock distribution
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<a class="reference internal nav-link" href="#state-space">
State space
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Action space
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<a class="reference internal nav-link" href="#reward-function">
Reward function
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<li class="toc-h3 nav-item toc-entry">
<a class="reference internal nav-link" href="#state-transition-function">
State transition function
</a>
</li>
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<a class="reference internal nav-link" href="#model-structure">
Model structure
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</ul>
</li>
<li class="toc-h1 nav-item toc-entry">
<a class="reference internal nav-link" href="#todo-corregir-esta-ecuacion">
TODO: CORREGIR ESTA ECUACION
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<li class="toc-h2 nav-item toc-entry">
<a class="reference internal nav-link" href="#solving-the-model">
Solving the model
</a>
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<li class="toc-h2 nav-item toc-entry">
<a class="reference internal nav-link" href="#plotting-the-results">
Plotting the results
</a>
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<li class="toc-h3 nav-item toc-entry">
<a class="reference internal nav-link" href="#optimal-policy">
Optimal Policy
</a>