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Check time-varying $r$ #36
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I tried for time varying |
Are there any odd discontinuities on the final few points? Play around
with this, maybe even doing a 3D plot of the value function over time.
You should be able to do that we a `reshape` command in matlab, and then
`surf` or something like that.
…On Mon, Dec 11, 2017 at 3:03 PM sevhou ***@***.***> wrote:
I tried for time varying $u$ function, the value $\max_{n,i}
v_{i}^{1}-v_{i}^{n}=7.4$, with tgrid 0 to 1, zgrid from 0.1 to 3, it's a
strictly increasing function on t dimension.
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Yeah I've done that and also plot some 2-D graphs and check along t dimension and z dimension, I think it behaves smoothly. |
OK. Keep all of the code in the tests for later comparison. If things
seem to be smooth for both the $r$ and the $u$ changes, that is good news.
Make sure you are looking at examples where the changes are cranked up to
be large enough to see relatively large swings.
…On Mon, Dec 11, 2017 at 3:16 PM sevhou ***@***.***> wrote:
Yeah I've done that and also plot some 2-D graphs and check along t
dimension and z dimension, I think it behaves smoothly.
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Want the$r$ to change smoothly.
Check for some interior set of the$x$ values (e.g i in the middle half of the statespace). FInd the$n$
$$
\max_{1/4 I < i < 3/4 I}{v^{n+1}_i - v^n}
$$
and see how that number changes with
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