Dynamic Optimization
Institute for Advanced Studies
Vienna, Austria
by Gabriel S. Lee
University of Regensburg
February - March 2008
Last update: March 10, 2008
February 1-6, 2008: Introduction to Dynamic Programming
Notes from Martin Gervais (Nov. 2006) on a similar topic
Feb. 18, 20 and 21, 2008: Mathematical Preliminaries
Lecture notes (revised on Feb. 11, 2008)
Feb. 22, 25 and 29th, 2008: Deterministic Dynamic Programming (SLP Ch. 4)
Some examples to Deterministic Dynamic Programming
I'm hoping to write up all these handnotes by sometime next week....
FINAL EXAM ON MARCH 14 (FRIDAY) 2 PM AT SZ6!