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Uedu Open / Dynamic Optimization Methods with Applications
14.451

Dynamic Optimization Methods with Applications

Prof. Guido Lorenzoni | Fall 2009
Business & Management Systems Thinking Social Sciences Economics Science & Math Mathematics Engineering Systems Engineering
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CC BY-NC-SA 4.0
課程簡介
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.
課程資訊
來源MIT 開放式課程
科系Economics
語言English
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