Dynamic Programming: Finite States
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.
- Publication:
-
arXiv e-prints
- Pub Date:
- January 2024
- DOI:
- 10.48550/arXiv.2401.10473
- arXiv:
- arXiv:2401.10473
- Bibcode:
- 2024arXiv240110473S
- Keywords:
-
- Economics - General Economics;
- Mathematics - Optimization and Control;
- 90C39