Open
Description
@oyamad This is just a wish list idea that I'm noting down while I think of it. (Perhaps other people have mentioned it too.)
It would be nice to have an interface to specifying discrete DP models for DiscreteDP by a simplified version of what @albop has built for dolo:
http://dolo.readthedocs.org/en/doc/modeling_language.html#example
The interface would allow you to easily specify
- the feasible state action pairs,
- the transition probs
- the rewards for each state action pair
A numbafied routine would map that specification to an instance of DiscreteDP.
This code would be greatly simplified and more attractive to users: http://quant-econ.net/py/aiyagari.html
Same goes for the Julia side.