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Each topic is addressed in a week to a week and a half of course time. Readings are from the course text book listed in the syllabus section of this site.
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TOPIC # |
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課程單元 |
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閱讀資料 |
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1 |
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Preliminaries; Euler Equations and Transversality Conditions; Principle of Optimality |
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Stokey, Lucas, and Prescott (SLP), chapters 3-4.1 |
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2 |
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Bounded Returns; Differentiability of Value Function; Homogenous and Unbounded Returns; Applications |
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SLP, chapters 4-5 |
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3 |
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Deterministic Global and Local Dynamics |
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SLP, chapter 6 |
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4 |
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Stochastic Dynamic Programming; Applications; Markov Chains |
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SLP, chapters 9-11 |
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5 |
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Weak Convergence; Applications |
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SLP, chapters 12-13 |
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6 |
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Repeated Games and Dynamic Contracts |
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Abreu, Pearce, and Stachetti |
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7 |
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Continuous-Time Dynamic Programming and Hamilton-Jacobi-Bellman PDE Equations |
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Fleming and Soner, chapter 1 |
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