Sargent T. Dynamic Programming Vol 1. Finite States 2023

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Size9.79 MB
Added1 year ago (2025-03-10 23:38:49)
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Info Hash88109A276879C7E99DD86250CF8F20E2BBF9AA3B
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Textbook in PDF format

This book is about dynamic programming and its applications in economics, finance, and adjacent fields like operations research. It brings together recent innovations in the theory of dynamic programming and also provides related applications and computer code.
Topics
Fixed points and order
Markov models
Optimal stopping
Markov decision processes
State dependent discounting
Nonlinear valuation
Abstract dynamic programming

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