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Dynamic Optimization Methods with Applications

Massachusetts Institute of TechnologyUnited States14.451
Free, no sign-up neededFall 2009English
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This course focuses on dynamic optimization methods, both in discrete and in continuous time. We approach these problems from a dynamic programming and optimal control perspective. We also study the dynamic systems that come from the solutions to these problems. The course will illustrate how these techniques are useful in various applications, drawing on many economic examples.

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