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Hauptverfasser: Sargent, Thomas J., Stachurski, John
Format: Preprint
Veröffentlicht: 2024
Schlagworte:
Online-Zugang:https://arxiv.org/abs/2401.10473
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author Sargent, Thomas J.
Stachurski, John
author_facet Sargent, Thomas J.
Stachurski, John
contents This book is about dynamic programming and its applications in economics, finance, and adjacent fields. It brings together recent innovations in the theory of dynamic programming and provides applications and code that can help readers approach the research frontier. The book is aimed at graduate students and researchers, although most chapters are accessible to undergraduate students with solid quantitative backgrounds.
format Preprint
id arxiv_https___arxiv_org_abs_2401_10473
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Dynamic Programming: Finite States
Sargent, Thomas J.
Stachurski, John
General Economics
Economics
Optimization and Control
90C39
This book is about dynamic programming and its applications in economics, finance, and adjacent fields. It brings together recent innovations in the theory of dynamic programming and provides applications and code that can help readers approach the research frontier. The book is aimed at graduate students and researchers, although most chapters are accessible to undergraduate students with solid quantitative backgrounds.
title Dynamic Programming: Finite States
topic General Economics
Economics
Optimization and Control
90C39
url https://arxiv.org/abs/2401.10473