- Description: Partially replicates Graphs (a) and (b) of Figure 2 of Crouzet and Tourre (2021), page 52. Programmed using Ben Moll's HACT code samples as guides.
- Implements upwind semi-implicit finite difference scheme and casts HJBVI as a linear complementarity problem.
- Written by Rayhan Momin
-
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Partial replication of Crouze-Tourre (2021)
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