Contents
|
Chapter 1. Differential
Equations
1. Linear differential
equations
2.
Nonlinear differential equation
3.
Systems of differential equations
Further
reading
Reference |
|
Chapter 2. Optimal Control
1. An economic
interpretation of optimal
control theory
2. The Hamiltonian and the maximum
principle
3. Alternative problem types and the
transversality condition
4. Multiple controls and state variables
5. When are necessary conditions also
sufficient
6. Infinite planning horizons
7. Infinite horizon problems and steady
states
8. Applications from growth
Further
reading
References |
|
Chapter 3. Difference
Equations
1. Deterministic
difference equations
2. Rational expectations and uncertainty
3. Nonlinear difference equations
Further
reading
Reference |
|
Chapter 4. Introduction to
Dynamic Programming
1. Deterministic
finite-horizon problems
2. Deterministic infinite-horizon
problems
3. Dynamic programming and optimal control
4. Stochastic dynamic programming
5. Approximations, algebraic and
numerical
Further
reading
References |
|
Chapter 5. Applications of
Dynamic Programming
1.
Discrete choice problems
2. Optimal stopping problems
3. Continous choice models
4. Transactions costs
5. Time inconsistency
Further
reading
References |
|
