Skip to content

Commit 54e007c

Browse files
authored
Fix quantecon updates (#138)
1 parent a6cd4f6 commit 54e007c

File tree

1 file changed

+11
-11
lines changed

1 file changed

+11
-11
lines changed

lectures/robustness.md

Lines changed: 11 additions & 11 deletions
Original file line numberDiff line numberDiff line change
@@ -3,8 +3,10 @@ jupytext:
33
text_representation:
44
extension: .md
55
format_name: myst
6+
format_version: 0.13
7+
jupytext_version: 1.14.5
68
kernelspec:
7-
display_name: Python 3
9+
display_name: Python 3 (ipykernel)
810
language: python
911
name: python3
1012
---
@@ -29,10 +31,9 @@ kernelspec:
2931

3032
In addition to what's in Anaconda, this lecture will need the following libraries:
3133

32-
```{code-cell} ipython
33-
---
34-
tags: [hide-output]
35-
---
34+
```{code-cell} ipython3
35+
:tags: [hide-output]
36+
3637
!pip install --upgrade quantecon
3738
```
3839

@@ -79,7 +80,7 @@ In reading this lecture, please don't think that our decision-maker is paranoid
7980

8081
Let's start with some imports:
8182

82-
```{code-cell} ipython
83+
```{code-cell} ipython3
8384
import pandas as pd
8485
import numpy as np
8586
from scipy.linalg import eig
@@ -941,7 +942,7 @@ We compute value-entropy correspondences for two policies
941942

942943
The code for producing the graph shown above, with blue being for the robust policy, is as follows
943944

944-
```{code-cell} python3
945+
```{code-cell} ipython3
945946
# Model parameters
946947
947948
a_0 = 100
@@ -987,7 +988,7 @@ def evaluate_policy(θ, F):
987988
as well as the entropy level.
988989
"""
989990
990-
rlq = qe.robustlq.RBLQ(Q, R, A, B, C, β, θ)
991+
rlq = qe.RBLQ(Q, R, A, B, C, β, θ)
991992
K_F, P_F, d_F, O_F, o_F = rlq.evaluate_F(F)
992993
x0 = np.array([[1.], [0.], [0.]])
993994
value = - x0.T @ P_F @ x0 - d_F
@@ -1044,11 +1045,11 @@ def value_and_entropy(emax, F, bw, grid_size=1000):
10441045
10451046
10461047
# Compute the optimal rule
1047-
optimal_lq = qe.lqcontrol.LQ(Q, R, A, B, C, beta=β)
1048+
optimal_lq = qe.LQ(Q, R, A, B, C, beta=β)
10481049
Po, Fo, do = optimal_lq.stationary_values()
10491050
10501051
# Compute a robust rule given θ
1051-
baseline_robust = qe.robustlq.RBLQ(Q, R, A, B, C, β, θ)
1052+
baseline_robust = qe.RBLQ(Q, R, A, B, C, β, θ)
10521053
Fb, Kb, Pb = baseline_robust.robust_rule()
10531054
10541055
# Check the positive definiteness of worst-case covariance matrix to
@@ -1189,4 +1190,3 @@ latter is just $\hat P$.
11891190
```{hint}
11901191
Use the fact that $\hat P = \mathcal B( \mathcal D( \hat P))$
11911192
```
1192-

0 commit comments

Comments
 (0)