A Python Implementation of CompEcon

A Python Implementation of CompEcon

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Demos

Introduction
- Inverse Demand Problem
- Rational Expectations Agricultural Market Model
Mathematics Review
Linear Equations
Nonlinear Equations
Finite-Dimensional Optimization
Quadrature
Numerical Differentiation
- Demonstrates accuracy of one- and two-sided finite-difference derivatives
- Finite-Difference Jacobians and Hessians
Function Approximation
Discrete Time Discrete State Dynamic Programming
Discrete Time Continuous State Dynamic Programming
Ordinary Differential Equations
Continuous Time Deterministic Optimal Control
Continuous Time Stochastic Optimal Control
- Ito Processes

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Quadrature

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Constrained optimization using scipy

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Computing integral with quasi-Monte Carlo methods

By Randall Romero Aguilar
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