EGMn: The Sequential Endogenous Grid Method, Alan Lujan's public paper and code repo
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May 26, 2026 - Jupyter Notebook
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endogenous-grid-method
Here are 3 public repositories matching this topic...
Provides methods to efficiently set up and solve dynamic programming problems of one choice variable using Value Function Iteration and the Endogenous Grid Method.
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Dec 16, 2024 - Julia
The Endogenous Grid Method for Epstein-Zin Preferences (public release mirror)
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Jul 21, 2026 - Python
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