Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

value_iteration bugs #206

Open
sbenthall opened this issue Jul 14, 2020 · 2 comments
Open

value_iteration bugs #206

sbenthall opened this issue Jul 14, 2020 · 2 comments

Comments

@sbenthall
Copy link
Contributor

The value_iteration solution algorithm has a couple of issues:

@albop
Copy link
Member

albop commented Jul 14, 2020

First item is indeed a regression. There should be an argument dr0 (resp drv0), to be used as initial guess for the decision rule (resp the value function).
I'm not sure about the second one. Right now, what is defined as a CartesianDomain is the set of boundaries for the endogenous spaces. But the domain for the domain we optimize on is always represented by two functions controls_ub and controls_lb. These can be specified in two ways: either by adding a controls_lb (resp ub) set of equations or by adding complementarity conditions to the arbitrage equations.

@sbenthall
Copy link
Contributor Author

Oh, I apologize. I misunderstood the role of domain.

I see now why the upper and lower bounds on controls need to be dynamic.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

2 participants