动态与贝尔曼方程在宏观济模型中应用简介.pdfVIP

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AdvancedMacroeconomics

IntroductiontoDynamicProgramming

andBellman

Equation

ShanZhou

SchoolofEconomics

amenUniversity

December6,2021

OutlineforSection1

1DynamicProgramming:AnExample

Introduction

PrincipleofOptimality

。BellmanEquation

DerivetheEulerEquation

GeneralVersionofProblem

GeneralSettings

AGeneralGuide

ApplicationtotheRBCModel

Introduction

DynamicProgrammingisthemethodforsolvingacomplexdynamicoptimizationproblemby

brea