The course has three aims: 1) get you acquainted with Dynamic Programming both deterministic and stochastic, a powerful tool for solving infinite horizon optimization problems; 2) analyze in detail the One Sector Growth Model, an essential workhorse of modern macroeconomics and 3) introduce you in the analysis of stability of discrete dynamical systems coming from Euler Equations. Bibliography
This volume provides an elementary introduction of the mathematical modelling in those areas of Dyna...
The course covers a variety of topics in stochastic optimization. To begin with, some ap-proaches to...
Introduction to Dynamic Programming provides information pertinent to the fundamental aspects of dyn...
This book explores discrete-time dynamic optimization and provides a detailed introduction to both d...
Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of a...
This course covers the basic models and solution techniques for problems of sequential decision maki...
Dynamic programming is an essential tool lying at the heart of many problems in the modern theory of...
1. The basic problem and its solution in the deterministic case à 1.1. General deterministic case Dy...
This text gives a comprehensive coverage of how optimization problems involving decisions and uncert...
AbstractWe consider stationary discounted deterministic dynamic programs with bounded rewards, and p...
2017-07-19Dynamic programming has become a common method in practice in solving optimization problem...
I This course provides lectures on the theories of I dynamical systems, and I deterministic approxim...
This course is the second in a two-course sequence in macroeconomics. It will start with an introduc...
Dynamic programming is a mathematical technique which provides a systematic procedure for determinin...
Dynamic programming is a mathematical technique for solving certain types of sequential decision pro...
This volume provides an elementary introduction of the mathematical modelling in those areas of Dyna...
The course covers a variety of topics in stochastic optimization. To begin with, some ap-proaches to...
Introduction to Dynamic Programming provides information pertinent to the fundamental aspects of dyn...
This book explores discrete-time dynamic optimization and provides a detailed introduction to both d...
Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of a...
This course covers the basic models and solution techniques for problems of sequential decision maki...
Dynamic programming is an essential tool lying at the heart of many problems in the modern theory of...
1. The basic problem and its solution in the deterministic case à 1.1. General deterministic case Dy...
This text gives a comprehensive coverage of how optimization problems involving decisions and uncert...
AbstractWe consider stationary discounted deterministic dynamic programs with bounded rewards, and p...
2017-07-19Dynamic programming has become a common method in practice in solving optimization problem...
I This course provides lectures on the theories of I dynamical systems, and I deterministic approxim...
This course is the second in a two-course sequence in macroeconomics. It will start with an introduc...
Dynamic programming is a mathematical technique which provides a systematic procedure for determinin...
Dynamic programming is a mathematical technique for solving certain types of sequential decision pro...
This volume provides an elementary introduction of the mathematical modelling in those areas of Dyna...
The course covers a variety of topics in stochastic optimization. To begin with, some ap-proaches to...
Introduction to Dynamic Programming provides information pertinent to the fundamental aspects of dyn...