QuantEcon / QuantEcon/QuantEcon.py

Parallelization of DiscreteDP solvers

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Description

Is it possible to modify the solvers within DiscreteDP so that they can exploit multiple cores? This is a question from a user (Jack Shin) and I'm sure it would be very valuable to users if that could be done transparently (and if they had access to a machine with sufficiently many cores).

Same question goes for the Julia code, come to think of it.

@spencerlyon2 @cc7768 @oyamad Any thoughts?

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Research direction

Start by locating the DiscreteDP solvers in the Python project and identifying any corresponding Julia implementation. Determine which solver operations could safely use multiple cores and what transparent behavior should mean for users. Done requires a concrete parallelization design, implementation scope, and validation approach for both codebases.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia, python
Domain
performance
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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