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Dynamic Programming

Thomas J. Sargent & John Stachurski

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

Contents

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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

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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

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