LQ control with inequality constraint

Lectures
1

Hi,

Can I ask if LQ control problem with an inequality constraint is solvable with Quantecon package? Thanks!

Min

2

Hi @mk1564 , not at this stage, unfortunately.

Can you please point us to a reference that includes the kind of problem you want to consider?

Thanks, John.

3

Hi @john.stachurski, thanks for your reply! The problem that I want to consider is something like in this paper.