INTRODUCTION AND OBJECTIVES¶

Create a mathematical structure abstract enough to capture any recursive Bellman problem
Structure is easy to map to a computer language (Python, Mathematica, Lean4, or SymPy, e.g.)
Every element of the structure should be as modular as possible
Any specific problem is solved by starting with the abstract structure and configuring it
When convenient, follow notational conventions from the economics literature
If there is no standard notation in economics, use the notation from mathematics

Hierarchical Structure¶

In this framework, periods are higher-level constructs that contain multiple stages.
Each period is composed of a sequence of stages, and the configuration of these stages defines the dynamics within the period.
This hierarchy ensures that stages are modular components used to build periods, rather than stages containing periods.