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Dynamic Programming, Any packages or Tips?
I have to write some dynamic programming algorithms, and was wondering if anyone out there has had success solving these types of problems with Mathematica. For finite horizion, I need a recursive routine for symbolic as well as numerical solutions. In the infinite horizon case, numerical methods, of course. In both cases, I need to include both control and state variable inequality constraints. Some have suggested to me that MatLab handles these things well. Hoping it is not necessary to learn yet another piece of software. All suggestions and sample code are greatly appreciated. Ezra D. Greenberg Department of Economics University of Maryland at College Park edg at wam.umd.edu