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Simple interface to specifying models in DiscreteDP #228

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@jstac

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@jstac

@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.

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