Using ddp solve for optimization over two variables
2 visualizzazioni (ultimi 30 giorni)
Mostra commenti meno recenti
I have a dynamic programming model, in which the Value of firm today depends on the productivity shock today, capital today, capital tomorrow and debt level. I have to maximize the firm value and therefore find the optimal levels of capital and debt that maximize this value. The shock follows a log normal process. Is it possible to use ddpsolve to solve this problem? I am confused because I have to optimize over two variables and I haven't found any example does does so.
2 Commenti
Torsten
il 1 Lug 2022
This sounds like a stochastic optimization problem. I don't know about ddpsolve, but are you sure that the code is able to solve such problems ?
Risposte (0)
Vedere anche
Categorie
Scopri di più su Problem-Based Optimization Setup in Help Center e File Exchange
Prodotti
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!