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@PaulFackler

PaulFackler

Stars
59
Global Rank 303,690 (Top 11 %)
Followers 28
Registered over 7 years ago
Most used languages

MATLAB
100.0 %

MDPSolve

A MATLAB Toolbox for Solving Markov Decision Problems with Dynamic Programming

CompEcon

CompEcon is a set of MATLAB functions for solving a variety of problems in economics and finance. The library functions include rootfinding and optimization solvers, a integrated set of routines for function approximation using polynomial, splines and other functional families, a set of numerical integration routines for general functions and for common probability distributions, general solvers for Ordinary Differential Equations (both initial and boundary value problems), routines for solving discrete and continuous time dynamic programming problems, and a general solver for financial derivatives (bonds, futures, options).