Matlab code for policy iteration algorithm

Thomas Sargent

QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles

Abstract: Policy iteration algorithm of Howard applied to linear regulator. Also known as Newton's method.

Language: Matlab
Date: 2000-04
References: Add references at CitEc
Citations:

Downloads: (external link)
https://dge.repec.org/codes/sargent/policyi.m program code (application/x-matlab)
none

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:dge:qmrbcd:30

Access Statistics for this software item

More software in QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles
Bibliographic data for series maintained by Christian Zimmermann ().