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  1. egdst egdst Public

    Generic and simple to use Matlab code for solving finite horizon discrete time optimal control problems with one continuous and one discrete control.

    MATLAB 9 12

  2. MPECvsNFXP MPECvsNFXP Public

    The code for the paper "Constrained Optimization Approaches To Estimation Of Structural Models: Comment" by Iskhakov, Lee, Rust, Schjerning and Seo. Econometrica, 2015.

    MATLAB 18 20

  3. RLS RLS Public

    Code for the paper "Recursive Lexicographical Search: Finding all Markov Perfect Equilibria of Finite State Directional Dynamic Games" by Iskhakov, Rust and Schjerning, Review of Economic Studies 2015

    C 3 3

  4. dcegm dcegm Public

    Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)

    MATLAB 32 24