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This course focuses on dynamic optimization methods, both in discrete and in continuous time.
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English
English [CC]
FREE
- Learn basic syntax that can apply to any language.
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Description
We approach these problems from a dynamic programming and optimal control perspective. We also study the dynamic systems that come from the solutions to these problems. The course will illustrate how these techniques are useful in various applications, drawing on many economic examples. However, the focus will remain on gaining a general command of the tools so that they can be applied later in other classes.
Course content
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- Vector spaces Unlimited
- The principle of optimality Unlimited
- Concavity and differentiability of the value function Unlimited
- Euler equations Unlimited
- Deterministic dynamics Unlimited
- Models with constant returns to scale Unlimited
- Nonstationary models Unlimited
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- Stochastic dynamic programming Unlimited
- Stochastic Euler equations Unlimited
- Calculus of variations Unlimited
Instructor
Massachusetts Institute of Technology
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