Dynamic programming: finite states
Auteur :
Sargent, Thomas J / Stachurski, John
Éditeur :
Cambridge University Press
ISBN :
9781009540759
Date de publication :
31 juil. 2025
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Dynamic programming is used in almost every subfield of economics and operations research. This book studies dynamic programming and its applications in economics, finance and adjacent fields. It brings together recent innovations in the theory of dynamic programming and provides applications and code for readers approaching the research frontier.