JAX and numba implementations of the fast upper envelope scan for solving discrete-continuous dynamic programming problems
🎛️🌿 Template for a Brightway-enabled interactive Web Application based on Panel/Pyodide
Python package for solving and simulating finite-horizon stochastic discrete-continuous dynamic choice models using the DC-EGM algorithm from Iskhakov, Jørgensen, Rust, and Schjerning (QE, 2017).
Life-cycle portfolio choice with liquidity risk, labor-income risk, and consumption adjustment frictions
