Using ddp solve for optimization over two variables
1 次查看(过去 30 天)
显示 更早的评论
I have a dynamic programming model, in which the Value of firm today depends on the productivity shock today, capital today, capital tomorrow and debt level. I have to maximize the firm value and therefore find the optimal levels of capital and debt that maximize this value. The shock follows a log normal process. Is it possible to use ddpsolve to solve this problem? I am confused because I have to optimize over two variables and I haven't found any example does does so.
2 个评论
Torsten
2022-7-1
This sounds like a stochastic optimization problem. I don't know about ddpsolve, but are you sure that the code is able to solve such problems ?
回答(0 个)
另请参阅
类别
在 Help Center 和 File Exchange 中查找有关 Problem-Based Optimization Setup 的更多信息
产品
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!