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Issues: jlperla/continuous_time_methods

14 Open 28 Closed
14 Open 28 Closed
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Issues list

Write test suite for time-varying optimal stopping matlab Option+Diffusion
#38 opened Dec 16, 2017 by jlperla
5 tasks
@sevhou
Verify the code and text for the time-varying optimal stopping problem matlab Option+Diffusion
#37 opened Dec 16, 2017 by jlperla
@sevhou
Check time-varying $r$
#36 opened Dec 11, 2017 by jlperla
@sevhou
4
With operator truncation and constant coefficients, Is the discretization Toeplitz? Low Priority theory
#35 opened Dec 6, 2017 by jlperla
Code and test suite for dynamics of implicit solution Low Priority matlab Stochastic Processes
#34 opened Dec 1, 2017 by jlperla longrun
@stevenzhangdx @sevhou
Implicit time stepping discretization Low Priority Stochastic Processes theory
#33 opened Nov 20, 2017 by jlperla longrun
@stevenzhangdx @sevhou
5
Update notation in neoclassical_growth, and pretend we don't know the steady-state matlab Neoclassical Growth+Diffusion
#30 opened Nov 7, 2017 by jlperla
2 of 3 tasks
@jlperla
5
Try PATH with Julia to solve LCP tests julia Low Priority Option+Diffusion
#27 opened Oct 17, 2017 by jlperla
Try solving LCP as a MIP? Low Priority matlab Option+Diffusion
#26 opened Oct 12, 2017 by jlperla longrun
Try solving nonlinear problem with TomSym Low Priority matlab Neoclassical Growth+Diffusion Tomlab
#25 opened Sep 28, 2017 by jlperla longrun
Consider formalization of this trick for solving for the KFE Low Priority Stochastic Processes theory
#21 opened Sep 21, 2017 by jlperla longrun
Try different preconditioners for the sparse LLS Low Priority matlab Stochastic Processes theory
#18 opened Sep 19, 2017 by jlperla longrun
Write the function for the nonlinear system of equations for the HJBE and ensure it auto-differentiates Neoclassical Growth+Diffusion
#3 opened Aug 28, 2017 by jlperla
1
Rewrite the neoclassical growth model as a root finding problem Neoclassical Growth+Diffusion
#2 opened Aug 28, 2017 by jlperla
1
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