Grid Interpolation layer

[robertdkirkby]

psuedocode in pdf linked at

Grid Interpolation Layer (vfoptions.gridinterplayer=1)

VFI Toolkit can now do a ‘second layer’ of interpolation on a finer grid. This pdf explains what grid interpolation layer is and provides pseudocode. If your problem has conditional-monotone policy functions then that is sufficient to give the correct solution. [THIS POST IS WORK IN PROGRESS, PDF IS GOOD]