Dynamic Programming: Finite States
Thomas J. Sargent, John Stachurski
TL;DR
This book explores recent advances in dynamic programming theory and its applications across economics and finance, offering practical code and insights for researchers and students.
Contribution
It consolidates recent innovations in dynamic programming theory and provides accessible applications and code for researchers and students.
Findings
Recent innovations in dynamic programming theory
Practical applications in economics and finance
Code implementations for research use
Abstract
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.
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Taxonomy
TopicsEconomic theories and models