shlff / book-dp1

Dynamic Programming Volume 1

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Dynamic Programming Volume 1

Public repo for the textbook Dynamic Programming Volume 1 by Thomas J. Sargent and John Stachurski.

PDF

The textbook itself is nearly complete. The PDF is available as dp.pdf in the files listed above. Comments and feedback are very welcome. The easiest way to provide feedback is to open an issue above.

Code

The repo also contains all of the Julia code found in the code snippets within the textbook, as well as Julia code to reproduce all figures.

We are in the process of writing Python implementations of this code. Contributions are most welcome.

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Dynamic Programming Volume 1

License:BSD 3-Clause "New" or "Revised" License


Languages

Language:Julia 46.3%Language:Python 34.3%Language:Jupyter Notebook 15.8%Language:TeX 3.6%