GitHub - jms202/simpleLCDP: C++ code to solve lifecycle consumption-savings problem with AR(1) income

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C++ code to solve lifecycle consumption-savings problem with AR(1) income

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Name		Name	Last commit message	Last commit date
Latest commit History 4 Commits
.gitignore		.gitignore
LICENSE.txt		LICENSE.txt
README.txt		README.txt
simpleLCDP.cpp		simpleLCDP.cpp
simpleLCDP.tex		simpleLCDP.tex

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simpleLCDP - copywrite (c) 2017, 2018 Jonathan Shaw

This repository contains C++ code to solve a simple lifecycle
consumption-saving problems using dynamic programming. Further
documentation is given in simpleLCDP.tex.

Code is made available under the GNU General Public License. See
LICENSE.txt for details.