#190: expectation operator conflicts with ramsey policy --------------------------+------------------------------------------------- Reporter: michel | Owner: Type: bug | Status: new Priority: major | Milestone: Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- ramsey_policy does not provide the same results with expectation operator or if one adds the auxiliary variable/equation by hand
I suspect that the auxiliary variables and the Lagrange mutlipliers are not entered in the right order or Ramsey policy fails if other auxiliary variables are already present in the model
#190: expectation operator conflicts with ramsey policy ----------------------------+----------------------------------------------- Reporter: michel | Owner: michel Type: bug | Status: new Priority: major | Milestone: Component: Optimal policy | Version: Keywords: | ----------------------------+----------------------------------------------- Changes (by sebastien):
* owner: => michel * component: General => Optimal policy
#190: expectation operator conflicts with ramsey policy -----------------------------+---------------------------------------------- Reporter: michel | Owner: michel Type: bug | Status: closed Priority: major | Milestone: Component: Optimal policy | Version: Resolution: fixed | Keywords: -----------------------------+---------------------------------------------- Changes (by michel):
* status: new => closed * resolution: => fixed
Comment:
has been fixed sometime ago. Commit e0de97878fca8f7884f22f8e4e34992f075db713 adds a test verifying that the solution with the expectation operator is the same than with a manually added auxiliary variable.