EXAMPLES: Add multidimensional optimal growth model demo notebook from Santos (1999) Section 7.3

[mnshkw]

Summary

This PR adds a new example notebook implementing the multidimensional-state stochastic growth model with leisure from Santos (1999, Handbook of Macroeconomics), Section 7.3, solved using ContinuousDPs.jl.

The notebook is aligned with test/test_cdp_multidim.jl:

• parameters and state domains
• analytical benchmark for the delta = 1 case
• (43, 3) baseline discretization for the main example
• benchmark check summary across multiple combinations of methods and interpolations

The README “Demo Notebooks” list is updated to include a link to the new notebook as well.

Motivation

Santos (1999) Sec. 7.3 provides a benchmark for continuous-state DP with:

• 2 dimensional state (capital k, productivity log z)
• 1 dimensional continuous control (leisure l)
• analytical solution for the special case (delta=1)

This PR intends to provide a useful example for ContinuousDPs.jl.

References

• Santos, M. S. (1999). "Numerical solution of dynamic economic models." In Handbook of Macroeconomics, Volume 1, Chapter 5, pp. 311-386. Elsevier.
  • Specific reference: Section 7.3 (stochastic growth with leisure)
• All codes and documentation are written with assistance by LLMs

Notes for Reviewers

• I will check if the README link works after submitting this PR.

[Copilot]

Pull request overview

This PR adds a new example notebook implementing the multidimensional-state stochastic growth model with leisure from Santos (1999, Handbook of Macroeconomics), Section 7.3. The notebook demonstrates the use of ContinuousDPs.jl with an analytical benchmark solution for validation and includes comprehensive accuracy checks.

Changes:

• Adds examples/cdp_ex_santos1999_s73_jl.ipynb implementing Santos (1999) Section 7.3 stochastic growth model with leisure
• Updates README.md to include link to the new notebook in the "Demo Notebooks" list
• Implements both VFI and PFI algorithms with multiple basis types (Chebyshev, Spline, Linear)

Reviewed changes

Copilot reviewed 1 out of 2 changed files in this pull request and generated 1 comment.

File	Description
examples/cdp_ex_santos1999_s73_jl.ipynb	New example notebook with 2D state space model, analytical benchmark (delta=1 case), shock discretization via Gauss-Hermite quadrature, and comparisons using multiple interpolation methods
README.md	Adds link to new Santos (1999) Section 7.3 example notebook

[Copilot]

Pull request overview

Copilot reviewed 1 out of 2 changed files in this pull request and generated 2 comments.

[Copilot]

This notebook’s code cells have execution counts starting at 127, which suggests it was saved from a non-fresh kernel. For readability and cleaner future diffs, re-run from a fresh kernel so execution counts start at 1 (or clear all execution counts consistently across the notebook).

[Copilot]

The benchmark/comparison summary cell (it ends with summary_rows) is unexecuted (execution_count is null) and has no captured output, so the notebook currently won’t display the summary results described in the PR. Please execute this cell (and any dependent cells) and save outputs, or alternatively clear outputs throughout and adjust the text to not claim a displayed summary.