Dynamic Programming Volume I: Finite States

[BaDshaH]

Dynamic Programming Volume I: Finite States

2023 | English | ISBN: NA | ASIN: NA | PDF | 443 pages | 10 MB

This book is about dynamic programming and its applications in economics, finance, and adjacent fields like operations research. It brings together recent innovations in the theory of dynamic programming and also provides related applications and computer code.
Topics
Fixed points and order
Markov models
Optimal stopping
Markov decision processes
State dependent discounting
Nonlinear valuation
Abstract dynamic programming

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