Lab 9: Real Options & Dynamic Policy Search

CEVE 421/521

Draft Material

This content is under development and subject to change.

1 Overview

Lab objectives and context - to be written.

2 Setup

# install SimOptDecisions and ICOW
try
    using SimOptDecisions
    using ICOW
catch
    import Pkg
    try
        Pkg.rm("SimOptDecisions")
    catch
    end
    try
        Pkg.rm("ICOW")
    catch
    end
    Pkg.add(; url="https://github.com/dossgollin-lab/SimOptDecisions")
    Pkg.add(; url="https://github.com/dossgollin-lab/ICOW.jl")
    Pkg.instantiate()
    using SimOptDecisions
    using ICOW
end
using ICOW.Stochastic
using ICOW.EAD

3 Exercises

3.1 Exercise 1

Exercise description - to be written.

# Your code here