Upper Envelope Package
This package collects several HPC implementations of upper-envelopes used to correct the value and policy functions in discrete-continuous dynamic programming problems.
The following implementations are available:
-
Extension of the Fast Upper-Envelope Scan (FUES) for solving discrete-continuous dynamic programming problems based on Dobrescu & Shanker (2022). Both
jaxandnumbaversions are available. We provide the original version without endogenous jump detection. -
Line segment interpolation and selection of the upper envelope based on Druedahl & Jorgensen (2017). Both
jaxandnumbaversions are available. -
Also contained for test reasons is the original upper-envelope implementation from Iskhakov et al. (2017). It is not optimized and can not yet be imported when installing the package.
References
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Dobrescu & Shanker (2022). Fast Upper-Envelope Scan for Discrete-Continuous Dynamic Programming.
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Druedahl & Jørgensen (2017). A general endogenous grid method for multi-dimensional models with non-convexities and constraints. Journal of Economic Dynamics and Control
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Iskhakov, Jørgensen, Rust, & Schjerning (2017). The Endogenous Grid Method for Discrete-Continuous Dynamic Choice Models with (or without) Taste Shocks. Quantitative Economics
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Release files for upper-envelope 0.1.4
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| upper_envelope-0.1.4.tar.gz | 25.3 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| upper_envelope-0.1.4-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 57.5 kB
Release files / upper_envelope-0.1.4.tar.gz
| Download URL | upper_envelope-0.1.4.tar.gz |
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| Size | 25.3 kB |
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Release files / upper_envelope-0.1.4-py3-none-any.whl
| Download URL | upper_envelope-0.1.4-py3-none-any.whl |
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| Size | 32.2 kB |
| Tags | Python 3 |
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