{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "\n", "\n", "
\n", " \n", " \"QuantEcon\"\n", " \n", "
" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# Dynamic Programming\n", "\n", "This section of the course contains foundational models for dynamic economic\n", "modeling. Most are single agent problems that take the activities of other\n", "agents as given. Later we will look at full equilibrium problems." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Lectures\n", "\n", "- [Shortest Paths](short_path.html)\n", " - [Overview](short_path.html#overview)\n", " - [Outline of the Problem](short_path.html#outline-of-the-problem)\n", " - [Finding Least-Cost Paths](short_path.html#finding-least-cost-paths)\n", " - [Solving for $ J $](short_path.html#solving-for-j)\n", " - [Exercises](short_path.html#exercises)\n", " - [Solutions](short_path.html#solutions)\n", "- [Job Search I: The McCall Search Model](mccall_model.html)\n", " - [Overview](mccall_model.html#overview)\n", " - [The McCall Model](mccall_model.html#the-mccall-model)\n", " - [Computing the Optimal Policy: Take 1](mccall_model.html#computing-the-optimal-policy-take-1)\n", " - [Computing the Optimal Policy: Take 2](mccall_model.html#computing-the-optimal-policy-take-2)\n", " - [Exercises](mccall_model.html#exercises)\n", " - [Solutions](mccall_model.html#solutions)\n", "- [Job Search II: Search and Separation](mccall_model_with_separation.html)\n", " - [Overview](mccall_model_with_separation.html#overview)\n", " - [The Model](mccall_model_with_separation.html#the-model)\n", " - [Solving the Model using Dynamic Programming](mccall_model_with_separation.html#solving-the-model-using-dynamic-programming)\n", " - [Implementation](mccall_model_with_separation.html#implementation)\n", " - [The Reservation Wage](mccall_model_with_separation.html#the-reservation-wage)\n", " - [Exercises](mccall_model_with_separation.html#exercises)\n", " - [Solutions](mccall_model_with_separation.html#solutions)\n", "- [A Problem that Stumped Milton Friedman](wald_friedman.html)\n", " - [Overview](wald_friedman.html#overview)\n", " - [Origin of the problem](wald_friedman.html#origin-of-the-problem)\n", " - [A dynamic programming approach](wald_friedman.html#a-dynamic-programming-approach)\n", " - [Implementation](wald_friedman.html#implementation)\n", " - [Comparison with Neyman-Pearson formulation](wald_friedman.html#comparison-with-neyman-pearson-formulation)\n", "- [Job Search III: Search with Learning](odu.html)\n", " - [Overview](odu.html#overview)\n", " - [Model](odu.html#model)\n", " - [Take 1: Solution by VFI](odu.html#take-1-solution-by-vfi)\n", " - [Take 2: A More Efficient Method](odu.html#take-2-a-more-efficient-method)\n", " - [Exercises](odu.html#exercises)\n", " - [Solutions](odu.html#solutions)\n", "- [Job Search IV: Modeling Career Choice](career.html)\n", " - [Overview](career.html#overview)\n", " - [Model](career.html#model)\n", " - [Exercises](career.html#exercises)\n", " - [Solutions](career.html#solutions)\n", "- [Job Search V: On-the-Job Search](jv.html)\n", " - [Overview](jv.html#overview)\n", " - [Model](jv.html#model)\n", " - [Implementation](jv.html#implementation)\n", " - [Solving for Policies](jv.html#solving-for-policies)\n", " - [Exercises](jv.html#exercises)\n", " - [Solutions](jv.html#solutions)\n", "- [Optimal Growth I: The Stochastic Optimal Growth Model](optgrowth.html)\n", " - [Overview](optgrowth.html#overview)\n", " - [The Model](optgrowth.html#the-model)\n", " - [Computation](optgrowth.html#computation)\n", " - [Exercises](optgrowth.html#exercises)\n", " - [Solutions](optgrowth.html#solutions)\n", "- [Optimal Growth II: Time Iteration](coleman_policy_iter.html)\n", " - [Overview](coleman_policy_iter.html#overview)\n", " - [The Euler Equation](coleman_policy_iter.html#the-euler-equation)\n", " - [Comparison with Value Function Iteration](coleman_policy_iter.html#comparison-with-value-function-iteration)\n", " - [Implementation](coleman_policy_iter.html#implementation)\n", " - [Exercises](coleman_policy_iter.html#exercises)\n", " - [Solutions](coleman_policy_iter.html#solutions)\n", "- [Optimal Growth III: The Endogenous Grid Method](egm_policy_iter.html)\n", " - [Overview](egm_policy_iter.html#overview)\n", " - [Key Idea](egm_policy_iter.html#key-idea)\n", " - [Implementation](egm_policy_iter.html#implementation)\n", " - [Speed](egm_policy_iter.html#speed)\n", "- [LQ Dynamic Programming Problems](lqcontrol.html)\n", " - [Overview](lqcontrol.html#overview)\n", " - [Introduction](lqcontrol.html#introduction)\n", " - [Optimality – Finite Horizon](lqcontrol.html#optimality-finite-horizon)\n", " - [Implementation](lqcontrol.html#implementation)\n", " - [Extensions and Comments](lqcontrol.html#extensions-and-comments)\n", " - [Further Applications](lqcontrol.html#further-applications)\n", " - [Exercises](lqcontrol.html#exercises)\n", " - [Solutions](lqcontrol.html#solutions)\n", "- [Optimal Savings I: The Permanent Income Model](perm_income.html)\n", " - [Overview](perm_income.html#overview)\n", " - [The Savings Problem](perm_income.html#the-savings-problem)\n", " - [Alternative Representations](perm_income.html#alternative-representations)\n", " - [Two Classic Examples](perm_income.html#two-classic-examples)\n", " - [Further Reading](perm_income.html#further-reading)\n", " - [Appendix: the Euler Equation](perm_income.html#appendix-the-euler-equation)\n", "- [Optimal Savings II: LQ Techniques](perm_income_cons.html)\n", " - [Overview](perm_income_cons.html#overview)\n", " - [Introduction](perm_income_cons.html#introduction)\n", " - [The LQ Approach](perm_income_cons.html#the-lq-approach)\n", " - [Implementation](perm_income_cons.html#implementation)\n", " - [Two Example Economies](perm_income_cons.html#two-example-economies)\n", "- [Consumption and Tax Smoothing with Complete and Incomplete Markets](smoothing.html)\n", " - [Overview](smoothing.html#overview)\n", " - [Background](smoothing.html#background)\n", " - [Model 1 (Complete Markets)](smoothing.html#model-1-complete-markets)\n", " - [Model 2 (One-Period Risk Free Debt Only)](smoothing.html#model-2-one-period-risk-free-debt-only)\n", " - [Example: Tax Smoothing with Complete Markets](smoothing.html#example-tax-smoothing-with-complete-markets)\n", " - [Linear State Space Version of Complete Markets Model](smoothing.html#linear-state-space-version-of-complete-markets-model)\n", "- [Optimal Savings III: Occasionally Binding Constraints](ifp.html)\n", " - [Overview](ifp.html#overview)\n", " - [The Optimal Savings Problem](ifp.html#the-optimal-savings-problem)\n", " - [Computation](ifp.html#computation)\n", " - [Exercises](ifp.html#exercises)\n", " - [Solutions](ifp.html#solutions)\n", "- [Robustness](robustness.html)\n", " - [Overview](robustness.html#overview)\n", " - [The Model](robustness.html#the-model)\n", " - [Constructing More Robust Policies](robustness.html#constructing-more-robust-policies)\n", " - [Robustness as Outcome of a Two-Person Zero-Sum Game](robustness.html#robustness-as-outcome-of-a-two-person-zero-sum-game)\n", " - [The Stochastic Case](robustness.html#the-stochastic-case)\n", " - [Implementation](robustness.html#implementation)\n", " - [Application](robustness.html#application)\n", " - [Appendix](robustness.html#appendix)\n", "- [Discrete State Dynamic Programming](discrete_dp.html)\n", " - [Overview](discrete_dp.html#overview)\n", " - [Discrete DPs](discrete_dp.html#discrete-dps)\n", " - [Solving Discrete DPs](discrete_dp.html#solving-discrete-dps)\n", " - [Example: A Growth Model](discrete_dp.html#example-a-growth-model)\n", " - [Exercises](discrete_dp.html#exercises)\n", " - [Solutions](discrete_dp.html#solutions)\n", " - [Appendix: Algorithms](discrete_dp.html#appendix-algorithms)" ] } ], "metadata": { "date": 1591310615.3227003, "download_nb": 1, "download_nb_path": "https://julia.quantecon.org/", "filename": "index.rst", "filename_with_path": "dynamic_programming/index", "kernelspec": { "display_name": "Julia 1.4.2", "language": "julia", "name": "julia-1.4" }, "language_info": { "file_extension": ".jl", "mimetype": "application/julia", "name": "julia", "version": "1.4.2" }, "title": "Dynamic Programming" }, "nbformat": 4, "nbformat_minor": 2 }