This repository contains code for the research paper

Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities

by Jaroslav Borovička and John Stachurski.

The paper is available via arXiv.

The code is written in MATLAB, Python and Julia.

The MATLAB and Python code is slower but also clearer and more stable. (The only issue with speed is that we need to recompute the stability coefficients at many parameterizations. This operation is highly parallelizable but any such optimizations make the code less transparent and less portable. Hence we've stuck with the base implementation.)

In the case of MATLAB, execute the run_* files. In the case of Python and Julia, the figures are reconstructed in Jupyter notebooks. If you navigate to the *.ipynb files in the directories above you will be able to see them.

The whole scientific Python stack can be downloaded as a package here. With that package installed the Python code should run via the Jupyter notebook application.

Please feel free to contact the authors if you have questions.