First we implemented the following dynamic problem in discrete time:

 

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All three algorithms for the above problem yielded the following results:

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We also implemented the equivalent static version of this example, which has the following structure:

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and the proportionally split dynamic problem, which has the following structure:

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The results of these 2 implementations were as follows:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

These 2 implementations had the same results because when liabilities are split proportionally, the dynamic problem and static problem always yield the same results. 

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The original discrete time breakdown, however, had a different result, suggesting that splitting the liabilities across time periods in different ways can lead to different payments and overall better or worse financial health for the system as a whole.