Skip to content

Commit

Permalink
More illiquid asset solver improvements
Browse files Browse the repository at this point in the history
Problem at the bottom of the state space was due to tiny (1e-16) violations of the lower boundary, easily fixed. Consumption function is still "wiggly" from the perspective of (m,n) space. Might need to implement vPPfunc and cubic spline interpolation, and *also* might need to conduct a more precise search for the bounds of the region of inaction, taking expectations repeatedly. Setting aside for now.
  • Loading branch information
mnwhite committed Aug 28, 2024
1 parent 01283b7 commit 732373e
Show file tree
Hide file tree
Showing 2 changed files with 245 additions and 75 deletions.
Loading

0 comments on commit 732373e

Please sign in to comment.