From 28d30a1023977449c70bdcf13431c748616e6785 Mon Sep 17 00:00:00 2001 From: sb Date: Tue, 7 Jul 2020 15:43:00 -0400 Subject: [PATCH 1/2] adding necessary functions to time_iteration docstring --- dolo/algos/time_iteration.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/dolo/algos/time_iteration.py b/dolo/algos/time_iteration.py index e9c9ba95..8369529e 100644 --- a/dolo/algos/time_iteration.py +++ b/dolo/algos/time_iteration.py @@ -44,7 +44,8 @@ def time_iteration(model, dr0=None, with_complementarities=True, Parameters ---------- model : Model - model to be solved + model to be solved. + Must have ``transition`` and ``arbitrage`` functions. verbose : boolean if True, display iterations dr0 : decision rule From d1e59ed382daf8364717e0123f1eb895fb288e54 Mon Sep 17 00:00:00 2001 From: sb Date: Thu, 9 Jul 2020 16:00:55 -0400 Subject: [PATCH 2/2] adding functions necessary for each solution algorithm --- doc/source/algos.rst | 18 ++++++++++++++++++ 1 file changed, 18 insertions(+) diff --git a/doc/source/algos.rst b/doc/source/algos.rst index 57f3bf44..9334acb2 100644 --- a/doc/source/algos.rst +++ b/doc/source/algos.rst @@ -1,6 +1,24 @@ Solution algorithms ******************* +Solution algorithms operate on model objects to determine +the optimal decision rules for the model agents. + +Each algorithm requires its target model to have functions +defined in its specification. + +This is a mapping between solution algorithm and necessary functions. +Description of these functions, including their type signature, +can be found in the Model Specification. + +- Improved time iteration: `transition` and `arbitrage` +- Parameterized expectations : `transition`, `expectation`, and `direct response` +- Perfect foresight: `transition` and `arbitrage` +- Perturbation : `transition` and `arbitrage` +- Steady-state : `transition` and `arbitrage` +- Time iteration: `transition` and `arbitrage` +- Value function iteration : `transition`, and either `felicity` or `value` + .. toctree:: :maxdepth: 2