Dynamic Optimization Methods with Applications

开始时间: 01/01/2014 持续时间: 未知

所在平台: MIT OCW

课程类别: 经济与金融

大学或机构: ocw

   

课程主页: http://ocw.mit.edu/courses/economics/14-451-dynamic-optimization-methods-with-applications-fall-2009

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课程简介

This course focuses on dynamic optimization methods, both in discrete and in continuous time. 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.

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