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Merged
merged 5 commits into from
Sep 3, 2015
Merged

MDP #171

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72dd98e
Add mdp
oyamad Aug 24, 2015
48d79f7
For mpi: v^0 set to min_(s, a) r(s, a) / (1-beta) to guarantee conver…
oyamad Aug 25, 2015
8248d51
Add _check_action_feasibility
oyamad Sep 2, 2015
fe893d5
Remove conversion to dense matrix
oyamad Sep 2, 2015
1ba72c3
Rename MDP to DiscreteDP
oyamad Sep 3, 2015
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1 change: 1 addition & 0 deletions docs/source/markov.rst
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Original file line number Diff line number Diff line change
Expand Up @@ -8,3 +8,4 @@ Markov
markov/core
markov/gth_solve
markov/random
markov/ddp
7 changes: 7 additions & 0 deletions docs/source/markov/ddp.rst
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@@ -0,0 +1,7 @@
ddp
===

.. automodule:: quantecon.markov.ddp
:members:
:undoc-members:
:show-inheritance:
6 changes: 4 additions & 2 deletions quantecon/markov/__init__.py
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Expand Up @@ -5,5 +5,7 @@
from .core import MarkovChain
from .core import mc_compute_stationary, mc_sample_path #-Future Deprecation-#
from .gth_solve import gth_solve
from .random import random_markov_chain, random_stochastic_matrix
from .approximation import tauchen
from .random import random_markov_chain, random_stochastic_matrix, \
random_discrete_dp
from .approximation import tauchen
from .ddp import DiscreteDP
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