QuantEcon / QuantEcon/QuantEcon.py
Simple interface to specifying models in DiscreteDP
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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.
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reading the DiscreteDP implementation and the linked dolo modeling-language example. Define the scope of a simplified model specification for feasible state-action pairs, transition probabilities, and rewards, then determine how it would map to a DiscreteDP instance and whether the proposed Numba and Julia interfaces belong in this issue.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- api
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Quiet
- Clarity
- Needs clarification
- Newbie friendliness
- 30/100