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Matlab code for policy iteration algorithm

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Author Info
Thomas Sargent (New York University)

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Abstract

Policy iteration algorithm of Howard applied to linear regulator. Also known as Newton's method.

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File URL: http://dge.repec.org/codes/sargent/policyi.m
File Format: application/x-matlab
File Function: program code
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Publisher Info
Software component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 30.

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Programming language: Matlab
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Date of creation: Apr 2000
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Handle: RePEc:dge:qmrbcd:30

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This page was last updated on 2008-4-27.

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