根据压缩映射定理(Contraction Mapping Theorem),从任意一点V0(k)出发,经过n次的压缩映射后,Vn(k)=TnV0(k)存在极限,且该极限是一个不动点。因此,依据上述理论,可以使用值函数迭代(Value Function Iteration)的方法来数值求解上述动态规划问题。 这里给出一个基本的值函数迭代的MATLAB代码: 说明: 向量化:主要的值...
VFI Toolkit Toolkit for Value Function Iteration (in Matlab, on GPU) For updates:@vfitoolkit.bsky.social(or use RSS to subscribe to blog:vfitoolkit.com/feed/) Quick links: An Introduction to Life-Cycle Models(Video) An Introduction to OLG Models ...
This document explains how to use this Toolkit for solving Value function problems in Matlab. The toolkit is written to be applicable to as wide a range of problems as possible. It is based on value function iteration on a discrete state space and utilizes parallelization on the GPU.The ...
Value_Function_Iteration_Example_Matlab/calculateConsumption.m Go to file Copy path 15 lines (12 sloc)613 Bytes RawBlame function[c1,c2] =calculateConsumption(alpha,delta,kVals,zVals,aVals,policyK,policyL1,policyL2,policyC1,policyC2) %Calculate consumption choices ...
VFIToolkit-matlab A Matlab Toolkit for Macroeconomic Models using Value Function Iteration Website:vfitoolkit.com Documentation, Examples, Instructions on Getting Started, and more are all on the website. Questions? Ask at the forum:discourse.vfitoolkit.com ...
强化学习 value iteration algorithm matlab 代码 现代优化算法 01遗传算法 定义:遗传算法(Genetic Algorithms,简称 GA)是一种基于自然选择原理和自然遗传机制的搜索(寻优)算法,它是模拟自然界中的生命进化机制,在人工系统中实现特定目标的优化。遗传算法的实质是通过群体搜索技术,根据适者生存的原则逐代进化,最终得到最...
MATLAB Online에서 열기 You're overwriting all your variables inside the loop so you'd only see the result of the last iteration. You'd need to use arrays to store output of each iteration. 테마복사 %preallocate N = zeros(1,11); SNR_db=0:10; %other variables as we...
PS: The error comes from disp(iiTHEVALUE.Value); (right now I'm just displaying the value in the matlab command window, once I get it working, I will start to do things with it) This is my code in a Matlab function box in Simulink... ...
Well, i am running it with a breakpoint and didn't run it up to the twelfth iteration and didn't notice the error. Thanx. On the third iteration, min_value is 3 and on the fourth iteration it picks the value 4, skipping the 2nd 3 value. Similarly for the value 6. ...
r:=(r^2+x^2)/2r. After k steps we have a rational function of type (2^k,2^k), and these functions will approach the function abs(x). Let's see the iteration in action: x = chebfun('x'); r = chebfun('1'); LW ='linewidth'; lw = 1.6; FS ='fontsize';...