Dynamic programming applied to a variety of economic problems. These problems will be formulated in discrete or continuous time, with or without uncertainty, with a finite or infinite horizon. There will be weekly problem sets and a take-home final that will require MATLAB programming. Enrollment is limited to Econ PhD students for the first two weeks of open enrollment, after which the remaining space will be available to all other interested students.
2-5 units · Letter (ABCD/NP)
Dynamic programming applied to a variety of economic problems. These problems will be formulated in discrete or continuous time, with or without uncertainty, with a finite or infinite horizon. There will be weekly problem sets and a take-home final that will require MATLAB programming. Enrollment is limited to Econ PhD students for the first two weeks of open enrollment, after which the remaining space will be available to all other interested students.
Offered in Autumn 2025 at Stanford University.