Hello, I am trying to solve an optimal saving/consumption model which comprises two inequality constraints using the Stochastic Extended Path option. I have looked at the examples of the RBC with irreversible investment model, but I am wondering how to write this model using the MCP option. More specially, does the MCP option handle more than one inequalilty constraint at this juncture? Thank you!
The interface to extended path is still in flux. Please, send me your example at michel.juillard@mjui.fr and I will look into it