SES # | TOPICS | LECTURE NOTES |
---|---|---|
Discrete time: deterministic models | ||
1-7 |
Vector spaces The principle of optimality Concavity and differentiability of the value function Euler equations Deterministic dynamics Models with constant returns to scale Nonstationary models |
Lecture 1 (PDF) Lecture 2 (PDF) Lecture 3 (PDF) Lecture 4 (PDF) Lecture 5 (PDF) Lecture 6 (PDF) Lecture 7 (PDF) |
Discrete time: stochastic models | ||
8-9 |
Stochastic dynamic programming Stochastic Euler equations Stochastic dynamics |
Lecture 8 (PDF) Lecture 9 (PDF) |
Continuous time | ||
10-12 |
Calculus of variations The maximum principle Discounted infinite-horizon optimal control Saddle-path stability |
Lecture 10 (PDF) |
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