FIX: ValueError LQMarkov
convergence failed, Closes #508
#550
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Hi!
For #508 I noticed the solver method matrix_eqn.solve_discrete_riccati_system() allowed for setting an upper bound on the number of iterations, but the stationary_values() method of LQMarkov didn't make use of this arg so it threw an error if it failed to converge within the preset number of iterations, 1000.
I've added an optional arg to the LQMarkov init method to increase the upper bound on the number of iterations, and it was able to converge for the betas mentioned in #508 ( converged for 0.973 in 1001 iterations, for 0.974 in 1050 and for 0.99 in 2700 ).
I didn't add a test for this since this was a small enough change, but I can add it if needed.