FinHJB Manual#

FinHJB is a JAX-based library for one-dimensional HJB problems. This manual is written for readers who want to move between three objects without losing track of the economics: equations, code, and numerical diagnostics.

Use the site in one of three ways:

  • start from the package API if your model is already specified and you want a direct implementation path;

  • start from BCW if you want a worked benchmark before adapting the structure to your own problem;

  • start from finhjb-model-coder if your input is still a paper, LaTeX, or research note rather than Python code.

If the environment is not yet runnable, begin with Installation and Environment. The BCW examples and finhjb-model-coder are repository materials rather than part of the published wheel.

Starting Points#

Direct Package Use#

Choose this path when you already know the model you want to solve and mainly need the FinHJB object model, solver workflow, and result inspection.

BCW Reproduction And Adaptation#

Choose this path when you want a paper-aligned benchmark with endogenous boundaries before changing the economics.

Theory To Code With finhjb-model-coder#

Choose this path when the input is an HJB, a set of FOCs, or notes from a paper draft. The first operational question is always whether the target Python environment can actually run finhjb.

Shared Setup

BCW Reproduction And Adaptation

Direct Package Use

Model Coder

Reference