Dynamic Optimization user’s guide

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چکیده

These notes are an attempt to give an overview of dynamic optimization and the solution methods used in solving dynamic optimization problems. Also, they are an attempt to highlight the connection between the different solution methods (finite horizon vs. infinite horizon or discrete vs. continuous time.) All through these notes I will use the consumption problem to illustrate solution methods and concepts, but the description is meant to be much more general and to cover most dynamic optimization problems that you will have to solve in the first year macro sequence.

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تاریخ انتشار 1999