Markov

• approximation
  • discrete_var()
  • rouwenhorst()
  • std_norm_cdf()
  • tauchen()
• core
  • Definitions and Some Basic Facts about Markov Chains
  • MarkovChain
  • mc_compute_stationary()
  • mc_sample_path()
• ddp
  • Discrete Dynamic Programming
  • Solution Algorithms
  • References
  • DPSolveResult
  • DiscreteDP
  • backward_induction()
• estimate
  • estimate_mc()
  • fit_discrete_mc()
• gth_solve
  • gth_solve()
• random
  • random_discrete_dp()
  • random_markov_chain()
  • random_stochastic_matrix()
• utilities
  • sa_indices()