Dynamic Programming (Non-stochastic)

Revised March 1, 2011

This is an interactive platform for my introductory course on non-stochastic Dynamic Programming. Please click lectures to access the material to be used for the course. What you will find here is based mainly on “Introduction to Dynamic Programming Theory” by Tapan Mitra (in Optimization and Chaos, ed. by Mukul Majumdar, Tapan Mitra and Kazuo Nishimura, Springer, 2000). However, I shall also use parts of “Recursive Methods in Economic Dynamics” by Nancy Stokey, Robert Lucas and Edward Prescott (Harvard, 1989). The necessary background for the theory of convex sets is lifted out of the classic text “Nonlinear Programming” by O. L. Mangasarian (McGraw-Hill, 1969).

Readers are encouraged to raise questions and point out typos using the comment section below.

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Modern Growth Theory

For the benefit of students, this page collects a few typos in my book Modern Growth Theory, Oxford University Press, New Delhi, 2010.

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