value-function-iteration

Code to solve some well-known models in macroeconomics.

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

Optimal solution computation 💹 for macroeconomic models 🤑 with dynamic programming in python 🐍

Generic solver for the optimal neoclassical growth model, using the value function iteration (VFI) method. Currently accepts single factor of production K (i.e. L = 1 ), and single output good. Contains plotting and optimal path generation capabilities.

Julia and MATLAB coursework at the Stockholm School of Economics and Stockholm University

Dynamic asset allocation under financial stress using Value Function Iteration, stochastic optimization, and regime-dependent portfolio decisions.

Bot playing Tetris with reinforcement learning

Solving a representative-agent production economy by value function iteration to test the equity premium puzzle in Python.