QuantEcon / QuantEcon/QuantEcon.py

John Rust's new algorithm for finding equilibria of finite games

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Description

I think this would be good to implement (in both Python and Julia).

Recursive Lexicographical Search: Finding all Markov Perfect Equilibria of Finite State Directional Dynamic Games

Iskhakov, Fedor and Rust, John and Schjerning, Bertel

If you google you can find the PDF.

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First steps

  1. Read the whole issue, then the project's contributing guide.
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Research direction

The issue names no repository files, tests, or entry points. Start by locating the existing quantitative game-theory code and reading the cited paper, then determine whether Python and Julia implementations belong in this repository; done would require an agreed scope and working implementations in both languages.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia, python
Domain
backend
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
20/100

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