Instructor(s)
Prof. Guido Lorenzoni
MIT Course Number
14.451
As Taught In
Fall 2009
Level
Graduate
Course Description
Course Features
Course Description
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.
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Other OCW Versions
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