BellmanSolver.jl Documentation

• Utils
• Markov Chain
• Value Function Iteration
• Endogenous Grid Method

Welcome to BellmanSolver.jl

This package provides methods to efficiently set up and solve dynamic programming problems of one choice variable using Value Function Iteration and the Endogenous Grid Method.

Index

• BellmanSolver.EGM.do_EGM
• BellmanSolver.Markov.make_deterministic_chain
• BellmanSolver.Markov.tauchen
• BellmanSolver.Markov.tauchen_unit_root
• BellmanSolver.Utils.make_k_grid
• BellmanSolver.VFI.do_VFI
• BellmanSolver.VFI.do_VFI
• BellmanSolver.VFI.do_VFI