[lq_mean_field_games] New lecture: Linear Quadratic Mean Field Games - #1071
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Split out of branch tom_mfg (commit 8bf3b2c). Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This was referenced Sep 26, 2026
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TODO before merge: check this lecture against the QuantEcon style guide (writing, code, math, figures, references, doc links, admonitions). Known item: the new lecture(s) use |
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Brings in the style guide pass on the two sequels, so this stacked PR stays in sync with its base. Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>
- \top for transposes; derivative primes (\bar\eta_D', \psi', \mathcal P')
are unchanged
- {cite} -> {cite:t} where the authors are part of the sentence
- Captions for the main-text figures
- ipython3 cells, \mathbb{1} for the vector of ones, expm imported once
at the top, and SciPy's Riccati solution written \tilde P so that X
always means the aggregate state
- Italic rather than bold for emphasis
Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>
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@jstac Style guide check done ✅ Really nice lecture! I first merged #1070's style commit into this branch so the stack stays in sync, then pushed one commit (e8f38c4) for the MFG lecture:
Heads-up on merge order: because the repo squash-merges, this PR's "Files changed" will still list #1070's files after #1070 merges. That's only cosmetic, since the content is identical and the squash merge here will only add the MFG lecture. Nothing changes the substance. Happy to adjust anything. |
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Thanks @mmcky @thomassargent30 . Merging. |
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Sep 27, 2026
…o rational_expectations (#1070) * [lucas_prescott_investment, optimal_growth_uncertainty] Add two sequels to rational_expectations Split out of branch tom_mfg (commit 8bf3b2c). Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> * [lucas_prescott_investment, optimal_growth_uncertainty] Style guide pass - {cite} -> {cite:t} where the authors are part of the sentence - Captions for the main-text figures - \mathbb{E} / \mathbb{P} for expectation and probability - optimal_growth_uncertainty: shock bounds \underline r / \bar r (were \alpha / \beta_r, which clashed with the capital share and the discount factor), with fixed points \underline k / \bar k to match lucas_prescott_investment, which now defines E where it is used - Cite the existing HanSar1980 entry and drop its duplicate - ipython3 cells throughout, including rational_expectations; italic rather than bold for emphasis; "Further reading" in sentence case Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com> * [lq_mean_field_games] New lecture: Linear Quadratic Mean Field Games (#1071) * [lq_mean_field_games] Add lecture on linear quadratic mean field games Split out of branch tom_mfg (commit 8bf3b2c). Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> * [lq_mean_field_games] Style guide pass - \top for transposes; derivative primes (\bar\eta_D', \psi', \mathcal P') are unchanged - {cite} -> {cite:t} where the authors are part of the sentence - Captions for the main-text figures - ipython3 cells, \mathbb{1} for the vector of ones, expm imported once at the top, and SciPy's Riccati solution written \tilde P so that X always means the aggregate state - Italic rather than bold for emphasis Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com> --------- Co-authored-by: thomassargent30 <ts43@nyu.edu> Co-authored-by: Claude Opus 5.5 <noreply@anthropic.com> Co-authored-by: Matt McKay <mmcky@users.noreply.github.com> --------- Co-authored-by: thomassargent30 <ts43@nyu.edu> Co-authored-by: Claude Opus 5.5 <noreply@anthropic.com> Co-authored-by: Matt McKay <mmcky@users.noreply.github.com>
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New lecture by @thomassargent30 following Alvarez–Argente (2026): the equilibrium of an LQ mean field game solves a single-agent Riccati equation with modified curvature matrices. Applications: industry capital accumulation, the planner, multiproduct Kimball-demand pricing, aggregate shocks and identification. Eight exercises.
Added to the TOC after
two_computation. Adds 10 bib entries.Stacked PR: the base is
tom_lp_growth_sequelsbecause this lecture links tooptimal_growth_uncertainty. Merge that PR first; GitHub will then retarget this one tomain, and its diff will be just the MFG lecture.Split out of
tom_mfg(commit 8bf3b2c) so each lecture can be reviewed separately. Content is unchanged from Tom's commit; only the relevantquant-econ.bibentries and_toc.ymllines are included here.Merge order: merge after #1070. This PR is stacked on
tom_lp_growth_sequels; once #1070 merges and its branch is deleted, GitHub retargets this PR tomainand the diff reduces to the MFG lecture. If the branch is not deleted, retarget manually (Edit → base:main). Independent of #1067, #1068, #1069.🤖 Generated with Claude Code