This post will discuss various approaches to designing solvers for intertemporal optimization problems (in economics and hopefully other domains). Consider a fairly generic intertemporal optimization problem with 1-state variable and 1-control variable. [image] To make things precise, this post …

Non-DSLs for solving intertemporal optimization problems (not just for econ)

gdalle Split this topic October 10, 2025, 2:11pm 4

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