discretize time space and grid search (but saving decision rule is computed by non-linear solver with Euler equation. (Conesa et al. (2009))
Define complementary problem and use Fischer-Burmeister function (see Nishiyama and Smetters (2014) in Handbook of computational economics, or Nishiyama (2019) Appendix)
Use utility function which delivers analytical expression for labor leisure choice
以下の記事に1,2の方法についてpdfを置きました。