Dynamic Programming with two endogenous states

2019 7 11
0 个回答
更新时间：2022 10 17
8 次查看（30 天）

0 个投票

Hey all,
I have a dynamic programming problem. I have two endogenous and one exogenous state variables and I need to code this in Matlab. All states are continuous (time is discrete).
I can easily code a value function iteration when there is one exogenous and one endogenous state. However, I couldn't figure out how to code it with a second endogenous state.
The Bellman equation is like this:
where a and b are the endogenous states and z is exogenous.
Any help appreciated!

请先登录，再回答此问题。

回答（0 个）

类别

在 帮助中心 和 File Exchange 中查找有关 Nonlinear Optimization 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by