# CLEAR MEMORY reset ; # LOAD MODEL model 'bath_exp.mod' ; # LOAD DATA data 'bath_exp.dat' ; # Approximation grid let q := q0 + 1; param dL := L / q0 ; param nL := ( Mbar - M0 ) div L ; param q1 := 1+( ( Mbar - nL * L - M0 ) div dL ); let n := q * nL + q1 + 1 ; param M1 := Mbar - nL * L ; for { i in 1..q1 } { for { j in 0 .. nL+1 } { let B[i+j*q] := M0 + (i-1) * dL + j * L; } } for {j in 0 .. nL+1 } { let B[q1+1+j*q] := M1 + j * L ; } for { i in q1+2..q } { for { j in 0 .. nL } { let B[i + j * q] := B[q1] + dL * (i - (q1+1)) + j * L; } } display t[n+q] , util_exp; # Provide correct path to solver option solver 'conopt' ; option conopt_options 'outlev=3'; option display_width 100 ; objective last_arrival_time; solve; # The exponential utility objective util_exp ; solve ; var tt {i in 1..n} = t[i+q] ; option display_width 120 ; display t[1], t[n], t[n+q] , util_exp, util_exp / P,P; display B, e, k, v, ue_exp, ux_exp, t,tt > 'bath_exp.csv' ; end;