图 书 馆
14.451 动态优化方法及其应用（MIT）14.451 Dynamic Optimization Methods with Applications (MIT) |
|
| 课程网址: | http://ocw.mit.edu/courses/economics/14-451-dynamic-optimization-... |
| 主讲教师: | Prof. Guido Lorenzoni |
| 开课单位: | 麻省理工学院 |
| 开课时间: | 信息不详。欢迎您在右侧留言补充。 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | 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. However, the focus will remain on gaining a general command of the tools so that they can be applied later in other classes. |
| 关 键 词: | 向量空间; 最优性原理; 凹性; 值函数; 可微性; 欧拉方程; 确定性动力学; 定常尺度回归模型; 非平稳模型; 随机动态规划; 随机数 |
| 课程来源: | 麻省理工学院公开课 |
| 最后编审: | 2018-06-03：cmh |
| 阅读次数: | 60 |