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General deep learning solver of agent optimization problem

Open sbenthall opened this issue 2 years ago • 6 comments

A nice-to-have feature based on the conversation today ...

A general solver to models defined using HARK.frame that uses a (deep) neural network for its solution/policy functions.

The idea is to use Tensorflow to simulation the model forward and use the resulting utility as a loss function, which is then reduced through deep learning training techniques.

Some work by Pablo for inspiration:

https://notes.quantecon.org/submission/5ddb3c926bad3800109084bf

sbenthall avatar Mar 30 '22 16:03 sbenthall