Dynamic Programming Volume I: Finite States - Dynamic Programming Volume I: Finite States

This book covers the theory of dynamic programming with finite state spaces. It is the first of a two-volume sequence by Sargent and Stachurski.

Contents¶

Front Matter

Preface
Common Symbols and Terminology
Common Abbreviations

Chapters

Introduction
Operators and Fixed Points
Markov Dynamics
Optimal Stopping
Markov Decision Processes
Stochastic Discounting
Nonlinear Valuation
Recursive Decision Processes
Abstract Dynamic Programming
Continuous-Time

Companion code¶

Source code accompanying the book is available in source_code_jl/ (Julia) and source_code_py/ (Python).

License & reuse¶

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