Dynamic Optimization

MATHEMATICAL ECONOMICS II
Dynamic Optimization: Differential/Difference Equations
Dynamic01Introduction to dynamic optimization
Dynamic02Solving difference equations (discrete time)
Dynamic03Solving difference equations (cont.)
Dynamic04Solving systems of difference equations
Dynamic05Phase plane diagrams for solving difference equations
Dynamic06Solving differential equations (continuous time)
Dynamic07Solving differential equations (cont)
Dynamic08Solving system of difference equations
Dynamic09Solving system of differential equations
Dynamic10Second lecture solving differential equation systems
Dynamic11Third lecture solving differential equation systems
Optimal Control Theory
OptimalControl01Calculus of variations
OptimalControl02Calculus of variations continued
OptimalControl03Continuous time optimal control theory
OptimalControl04Discrete time optimal control theory
OptimalControl05Example of optimal extration from a mine
OptimalControl06Optimal extraction rule for nonrewable resource
Dynamic Programming
OptimalControl07Introduction to dynamic programming
OptimalControl08Dynamic programming (cont)
OptimalControl09Introduction to Stochastic Dynamic Programming
OptimalControl10Application of stochastic dynamic programming