Doctoral Macroeconomics, lectures on Dynamic Programming and Optimal Control, 2024 Fall

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  • For this year’s lecture notes on introductory DP & OC, please download notes and supplementary files from the following links：Lecture Notes, Lucas Tree Paper, Lucas Tree notebook from QuantEcon.org.

  • Exercises are due on January 5th, 2025. Download link: Homework.

  • You may want to download the Matlab and/or Python template scripts that give you basic ideas on how to implement the steps required in a dynamic programming problem: Matlab codes, Python codes. Please DO notice the comment lines on top of the script files.

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# To run this script in Python, you should make sure that 
# both matplotlib and numpy modules are pre-installed.
# This file should serve only as a template for you to start working.
# So I intentionally added quite a few mistakes (but not syntax errors)
# into this file, to make sure that nobody can just copy 
# all the codes to her software and get correct results.
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% codes in Matlab for (a)-(c) of the Dynamic Programming homework. 
% I intentionally added quite a few mistakes (but not syntax errors)
% into this file, to make sure that nobody can just copy 
% all the codes to her software and get correct results.