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Discovered Sep 27, 2026
carlozanella / ncegm
ncegm (non-concave EGM) is a software for solving non-concave dynamic programming models with one continuous and one discrete choice variable. The implementation is based on the algorithm by Fella (2011), which is a generalization of the endogenous gridpoint method (EGM) by Caroll (2006) to non-concave problems.
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