Stochastic cake eating problem matlab

Where certain MATLAB features are not implemented in Octave, I provide alternative files with the suffix "_octave". Cake-eating problem. cakeeating.m. Code for solving an infinite horizon non-stochastic cake-eating problem with log utility. This problem can be solved analytically, so the code is redundant from the point of view of finding the solution. Stochastic stationary dynamic programming A cake eating example To –x ideas consider the usage of a depletable resource (cake-eating) max T å t=0 btu(ct), s.t. Wt+1 = Wt ct, ct 0, W0 given. To put this in the general form, expressing the problem only in terms of state variables Wt we replace ct = Wt Wt+1 max T å t=0 btu(Wt Wt+1), s.t. Wt+1. A Cake Eating Problem: Energy in the RBC model This post discusses how to introduce finite energy resources (ex. oil, natural gas) into the real business-cycle (RBC) model. The title comes from the fact that I will model the stock of energy as a cake eating problem.

Stochastic cake eating problem matlab

13 A Cake-Eating Example 53 14 A Discrete, Stochastic, Cake Eating Problem 59 Part I Using MATLAB 1 Preliminaries MATLAB is an abbreviation for MATrix LABoratory. It is a matrix-based system for scienti c calculations. You can solve numerical problems without necessarily having to write a long pro-gram. This course provides an introduction to. ming problems, we plan to create a web-site for the presentation of code (MATLAB and GAUSS) as well as data sets that will be useful for applications. The site will be. Stochastic Differential Equation (SDE) Models Parametric models, such as Geometric Brownian Motion (GBM) and Heston Volatility A stochastic differential equation (SDE) is a differential equation where one or more of the terms is a stochastic process, resulting in a solution, which is itself a stochastic process.the problems faced by economic agents have a recursive nature. recursive problems Models which are stochastic and nonlinear Instantaneous utility derived from eating cake is given by the func- . We discuss the Matlab program. 8 Deterministic Cake Eating Problem. 9 Discrete Cake Problem. 12 Matlab is a programming language which is used to solve numerical .. We are now interested in the simulation of the stochastic discrete cake eating. In this lab we will formulate a general dynamic optimization problem. . Let us consider a specific example from economics called The Cake Eating Prob- lem. .. Figure 3D surface representing the value function for the Stochastic Cake -.

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