Value function approximation and collocation method

 

As in 1123, we implement both value function approximation and policy function

 

interpolation at the same time. Especially, value function approximation is

 

important for quick calculation. Bad approximate will lead to no convergence

 

or it will take very long time to finish.

 

 

 

Value function approximation -> speed up convergence and no improvement

 

Policy function interpolation  -> improve the resulting values