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Dynamic Programming

Dynamic Programming

Thomas J. Sargent & John Stachurski

Dynamic Programming#

Authors: John Stachurski and Thomas J. Sargent

This website provides Julia and Python code for the textbook Dynamic Programming.

Julia

Chapter 1: Introduction
Chapter 2: Operators and Fixed Points
Chapter 3: Markov Dynamics
Chapter 4: Optimal Stopping
Chapter 5: Markov Decision Processes
Chapter 6: Stochastic Discounting
Chapter 7: Nonlinear Valuation
Chapter 8: Recursive Decision Processes

Python

Chapter 1: Introduction
Chapter 2: Operators and Fixed Points
Chapter 3: Markov Dynamics
Chapter 4: Optimal Stopping
Chapter 5: Markov Decision Processes
Chapter 6: Stochastic Discounting
Chapter 7: Nonlinear Valuation
Chapter 8: Recursive Decision Processes

Others

Execution Statistics

Creative Commons License – This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International.

Contents

Julia

Chapter 1: Introduction
Chapter 2: Operators and Fixed Points
Chapter 3: Markov Dynamics
Chapter 4: Optimal Stopping
Chapter 5: Markov Decision Processes
Chapter 6: Stochastic Discounting
Chapter 7: Nonlinear Valuation
Chapter 8: Recursive Decision Processes

Python

Chapter 1: Introduction
Chapter 2: Operators and Fixed Points
Chapter 3: Markov Dynamics
Chapter 4: Optimal Stopping
Chapter 5: Markov Decision Processes
Chapter 6: Stochastic Discounting
Chapter 7: Nonlinear Valuation
Chapter 8: Recursive Decision Processes

Others

Execution Statistics

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