Relaxation in compute_fp


#1

Hi,

I am not sure if this is the right place for the post.

Would it be useful to have a relaxation parameter in compute_fp? That is, v(t+1) = (1-eta)v(t) + eta Tv(t), where T is the operator whose fp we are after? Not so much in Bellman iteration, but say, to find fixed points of Aiyagari models, a relaxation parameter is useful.

Seems easy to do.


#2

I think this is a great idea.

Would you be willing to make a pull request to QuantEcon.py or QuantEcon.jl (or both?) depending on which library you use?


#3

OK. I will give this a shot.