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Name: Satyajit Chatterjee
Type: User
Bio: I am a research economist with a strong interest in computation of Markov decision problems and solutions of dynamic games
Name: Satyajit Chatterjee
Type: User
Bio: I am a research economist with a strong interest in computation of Markov decision problems and solutions of dynamic games
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).
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