CompEcon Demos

The following lists show all the demo files that are available in the MATLAB version of CompEcon, by Mario Miranda and Paul Fackler. Some of these demos have been ported to Python; for them a hyperlink to the correspoding Jupyter notebook is provided.

Randall Romero-Aguilar

April 2016

Last updated: April 24, 2018

Introduction

Mathematics Review

Linear Equations

  • demlin01 -- Solving Linear Equations by Different Methods
  • demlin02 -- Ill-Conditioning of Vandermonde Matrix
  • demlin03 -- Sparse Linear Equations

Finite-Dimensional Optimization

Quadrature

Numerical Differentiation

Discrete Time Discrete State Dynamic Programming

  • demddp01 -- Mine Management Model
  • demddp02 -- Asset Replacement Model
  • demddp03 -- Asset Replacement Model With Maintenance
  • demddp04 -- Binomial American Put Option Model
  • demddp05 -- Water Management Model
  • demddp06 -- Bioeconomic Model
  • demddp07 -- Renewable Resource Model
  • demddp08 -- Job Search Model
  • demddp09 -- Deterministic Cow Replacement Model
  • demddp10 -- Stochastic Cow Replacement Model
  • demddp11 -- Stochastic Optimal Growth Model

Discrete Time Continuous State Dynamic Programming

Rational Expectations Models

  • dem rem01 -- Asset Pricing Model
  • dem rem02 -- Commodity Storage Model
  • dem rem03 -- Government Price Support Model

Dynamic Games

  • dem game01 -- Production Capacity Game
  • dem game02 -- Income Redistribution Game
  • dem game03 -- Marketing Board Game

Ordinary Differential Equations

  • dem ode01 -- Stability of Linear ODEs
  • dem ode02 -- Generic Nonlinear ODE Example
  • dem ode03 -- IVP Linear ODE Example
  • dem ode04 -- Non-IVP Linear ODE Example
  • dem ode05 -- Commodity Storage Model
  • dem ode06 -- Predator-Prey Model
  • dem ode07 -- Commercial Fisheries Model
  • dem ode08 -- Lorentz Strange Attractor
  • dem ode09 -- Tobin's Q
  • dem ode10 -- Regional Migratio Model

Continuous Time Deterministic Optimal Control

  • dem doc01 -- Deterministic Optimal Economic Growth Model
  • dem doc02 -- Deterministic Nonrenewable Resource Model
  • dem doc03 -- Deterministic Renewable Resource Model
  • dem doc04 -- Deterministic Optimal Fish Harvest Model
  • dem doc05 -- Deterministic Production-Adjustment Model

Continuous Time Stochastic Optimal Control

  • dem soc00 -- Ito Processes
  • dem soc01 -- Stochastic Optimal Economic Growth Model
  • dem soc02 -- Stochastic Nonrenewable Resource Model
  • dem soc03 -- Stochastic Renewable Resource Model
  • dem soc04 -- Stochastic Optimal Fish Harvest Model
  • dem soc05 -- Stochastic Production-Adjustment Model

Regime Switching Problems

  • dem rs01 -- Asset Abandonment Model
  • dem rs02 -- Fish Harvest Model
  • dem rs03 -- Dixit Entry/Exit Model

Impulse Control Problems

  • dem ic01 -- Asset Replacement Model
  • dem ic02 -- Timber Harvesting Model
  • dem ic03 -- Storage Management Model
  • dem ic04 -- Capacity Choice Model
  • dem ic05 -- Cash Management Model
  • dem ic06 -- Fish Harvest Model

Financial Asset Pricing

  • dem fin01 -- Cox-Ingersoll-Ross Bond Pricing Model
  • dem fin02 -- Black-Scholes Option Pricing Model
  • dem fin04 -- American Put Option Pricing
  • dem fin05 -- Barrier Option Pricing
  • dem fin06 -- Compound Bond Option Pricing
  • dem fin07 -- Asian Option Pricing
  • dem fin08 -- Affine Asset Pricing
  • dem fin09 -- Financial Asset Calibration