Metadata-Version: 2.4
Name: upper_envelope
Version: 0.1.1.dev1
Summary: Upper envelope scan for dynamic discrete-continuous life cycle models.
Project-URL: Github, https://github.com/OpensourceEconomics/upper-envelope
Author-email: Max Blesch <maximilian.blesch@hu-berlin.de>, Sebastian Gsell <sebastian.gsell@econ.lmu.de>
License-File: LICENSE
Classifier: Development Status :: 5 - Production/Stable
Classifier: Intended Audience :: Science/Research
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: MacOS :: MacOS X
Classifier: Operating System :: Microsoft :: Windows
Classifier: Operating System :: POSIX
Classifier: Programming Language :: Python :: 3.10
Classifier: Programming Language :: Python :: 3.11
Classifier: Programming Language :: Python :: 3.12
Classifier: Programming Language :: Python :: 3.13
Classifier: Topic :: Scientific/Engineering
Requires-Python: >=3.10
Requires-Dist: jax
Requires-Dist: numpy
Requires-Dist: pandas
Requires-Dist: scipy
Description-Content-Type: text/markdown

# Fast Upper Envelope Scan (FUES)

[![Continuous Integration Workflow](https://github.com/OpenSourceEconomics/upper-envelope/actions/workflows/main.yml/badge.svg)](https://github.com/OpenSourceEconomics/upper-envelope/actions/workflows/main.yml)
[![Codecov](https://codecov.io/gh/OpenSourceEconomics/upper-envelope/branch/main/graph/badge.svg)](https://app.codecov.io/gh/OpenSourceEconomics/upper-envelope)
[![Black](https://img.shields.io/badge/code%20style-black-000000.svg)](https://github.com/psf/black)

Extension of the Fast Upper-Envelope Scan (FUES) for solving discrete-continuous dynamic
programming problems based on Dobrescu & Shanker (2022). Both `jax` and `numba` versions
are available.

## References

1. Iskhakov, Jorgensen, Rust, & Schjerning (2017).
   [The Endogenous Grid Method for Discrete-Continuous Dynamic Choice Models with (or without) Taste Shocks](http://onlinelibrary.wiley.com/doi/10.3982/QE643/full).
   *Quantitative Economics*

1. Loretti I. Dobrescu & Akshay Shanker (2022).
   [Fast Upper-Envelope Scan for Discrete-Continuous Dynamic Programming](https://dx.doi.org/10.2139/ssrn.4181302).
