Abstract: In this paper, a bias-Lyapunov iteration method is proposed to solve the optimal control problem of unknown Markovian jump linear systems. By incorporating a bias parameter into the ...
Abstract: The simultaneous policy update algorithm (SPUA) has been extensively studied for linear zero-sum games due to its efficient single-loop iteration. However, selecting an appropriate initial ...
This repository contains MATLAB implementations of various computational methods for solving dynamic macroeconomic models. All codes solve a standard Real Business Cycle (RBC) model using different ...