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Dynamic Programming

• nested fixed point algorithm

  Author: John Rust
  Date: 20030213
  Comment: Includes documentation.
  

  Archived 20050628: Windows Unix
• discrete and continuous dynamic programming

  Author: John Rust
  Date: 20030213
  Comment: also see http://gemini.econ.umd.edu/jrust/sdp_ihs.html
  

• Nested Pseudo Likelihood (NPL) algorithm

  Author: Victor Aguirregabiria
  Homepage: http://individual.utoronto.ca/vaguirre/
  Comment: Uses the K-stage Policy iterarion estimator in Aguirregabiria and Mira (Econometrica, 2002).
  

  Archived 20050628: code doc
• Single Agent solution and estimation

  Author: Victor Aguirregabiria
  Homepage: http://individual.utoronto.ca/vaguirre/
  Comment: see papers at http://individual.utoronto.ca/vaguirre/wpapers/research.html
  Date: 200104..
  

  Archived 20050628: solvld.src simld.src dissolld.src
• deterministic cake eating problem

  Author: Alan Isaac
  Date: 20031229
  Comment: simply an "exercise" to try to seed this section of the archive.