Tv = v A fixed point!

Syllabus

A Simple Routing Problem routing.pdf

Notes on Mathematical Programming mathematicalprogramming.pdf

Notes on Deterministic Dynamic Programming dynamicprogramming_ucsb.pdf

Notes on the Linear-Quadratic Regulator Problem LQ1.pdf

Notes on Stochastic Dynamic Programming dynamicprogramming2_ucsb.pdf

Notes on Markov Chains markov.pdf

Notes on Invariant Distributions invariant.pdf

Notes on Recursive Competitive Equilibrium RCE.pdf

Notes on Recursive Competitive Equilibrium -- Solving in the Time Domain timedomain.pdf

Notes on LQ Recursive Equilibrium LQ_RCE.pdf

Sample Code for Linear-Quadratic Regulator Problem LQ1.m

Sample Code for Linear-Quadratic-Gaussian Regulator Problem LQ2.m

Sample Code for Dynamic Programming with Shape-Preserving Splines Main Program

Sample Code for Stochastic Dynamic Programming with Shape-Preserving Splines Main Program<=A>

Rouwenhorst's Method of Approximating AR(1) as Markov Chain

Bivariate VAR Extension of Rouwenhorst's Method

Fortran Code for Stochastic Growth Model

Homework #1 hw1_14_problems

Solutions hw1_14

Homework #2 hw2_14

Homework #3 hw3_14_problems

Shell for Part a Part a

Shell for Part b Part b