ruspy.estimation.mpec.mpec_constraint

ruspy.estimation.mpec.mpec_constraint(mpec_params, maint_func, maint_func_dev, num_states, disc_fac, scale, trans_mat)

Calculate the constraint of MPEC.

Parameters

mpec_paramsnumpy.ndarray

see MPEC

maint_func: func

see Maintenance cost function

maint_func_dev: func

see Maintenance cost function

num_statespython:int

The size of the state space.

disc_facnumpy.float

see Discount factor

scalenumpy.float

see Scale

trans_matnumpy.ndarray

see Transition matrix

Returns

None.