Below are some of my GAMS implementations of widely used computational methods:
1. Dynamic Programming in GAMS: Stochastic Neoclassical Growth Model Using Chebyshev Collocation
Data file and NLP-based DP algorithm (email me)
2. Dynamic Programming in GAMS: Mixed Complementarity Formulation (MCP) of Chebyshev Collocation
Data file and MCP-based DP algorithm (email me)
3. Dynamic Programming in GAMS: Generating Smolyak Sparse Grids for Large-scale DP problems
n-state Smolyak Grid Generation Routine
4. Nelder-Mead Method (Downhill Simplex Method)
Variation of the NM algorithm to solve simple function minimization problem (no need for GAMS license!)
5. Discretizing AR(1) Markov Processes: Tauchen's Method