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Re: st: RE: code for dynamic programming
From
Osei Kuffour Wiafe <[email protected]>
To
[email protected]
Subject
Re: st: RE: code for dynamic programming
Date
Fri, 2 Mar 2012 00:16:27 +1000
Thanks, I have seen the FORTRAN, looks fantastic but not much help for
my current need.Maybe a little explanation of the nature of the
equation might help.
It's a dynamic optimization problem which can be solved by backward
recursion, where I find the expectation at the time of a future
terminal date (which is known) and iterate backwards to the present.
Any optimization with iteration should help me out! Any ideas coming up?
Cheers
On Thu, Mar 1, 2012 at 9:22 PM, Nick Cox <[email protected]> wrote:
>
> The code for -group1d- (SSC) (that's "1" (one) not the letter "l") uses a
> dynamic programming algorithm courtesy of John Hartigan's original FORTRAN,
> translated into my FORTRAN translated into some BASIC translated into
> Stata/Mata.
>
> I don't know what the Epstein-Zin utility is and I give no promises or
> predictions about how much it may help.
>
> If you're quite new to Stata this sounds a bit tough for a first
> programming problem. If you have expertise in one or more programming
> languages, much less so.
>
> Nick
> [email protected]
>
> Osei Kuffour Wiafe
>
> I'm quite new to stata and I need help with coding a backward recursive
> problem. It is in the form of the Epstein-Zin utility and similar to the
> Bellman equation. I'd appreciate any other dynamic programming code which
> would relate to what I am doing. That should give me a clue to finding my
> solution. For now I have no idea where to begin!
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
--
Cheers,
*
Osei K.
Phone: + 61 7 3138 6857 *
*Mobile: + 61 451 418 099
*I don't know who my grandfather was; I am much more concerned to know what
his grandson will be. ~ *Abraham Lincoln* *(1809- 1865)*
Life is like riding a bicycle - in order to keep your balance, you must keep
moving. ~*Albert* *Einstein (1879-1955)
*
*
* For searches and help try:
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