Thomas J Sargent: Dynamic Programming

Cover: 9781009540759 | Dynamic Programming | Thomas J Sargent (u. a.) | Taschenbuch | 2025

Dekorationsartikel gehören nicht zum Leistungsumfang.

Sprache: Englisch

82,35 €

inkl. MwSt.

Versandkostenfrei per Post / DHL

Lieferzeit 1-2 Wochen

Kategorien:

Beschreibung

Dynamic programming (DP) is a sub-field of optimization concerned with sequential decision making over time. The essential ideas of DP have been adopted in many applications, from robotics and AI to the sequencing of DNA. It is used around the world to control aircraft, route shipping, test products, recommend information on media platforms and solve major research problems. Dynamic Programming: Finite States treats the theory of dynamic programming and its applications in economics, finance, and operations research. It contains classical results on dynamic programming as well as extensions created by researchers and practitioners as they wrestle with formulating and solving dynamic models that can explain patterns observed in data. Adopting an abstract framework that provides great generality, this book facilitates rapid progress to the research frontier by combining rigorous theory with numerous applications, many solved exercises, and detailed open-source computer code.

Über den Autor

Thomas J. Sargent is a Nobel prize winning economist and Professor of Economics at NYU. He has held positions at Stanford, Minnesota, Chicago, and Princeton, and served as President of the Econometric Society and of the American Economic Association. He is renowned for his influential research on macroeconomics, rational expectations, and policy analysis.

Inhaltsverzeichnis

1. Introduction; 2. Operators and Fixed Points; 3. Markov Dynamics; 4. Optimal Stopping; 5. Markov Decision Processes; 6. Stochastic Discounting; 7. Nonlinear Valuation; 8. Recursive Decision Processes; 9. Abstract Dynamic Programming; 10; Continuous Time.

Details

Erscheinungsjahr:	2025
Fachbereich:	Allgemeines
Genre:	Importe , Wirtschaft
Rubrik:	Recht & Wirtschaft
Medium:	Taschenbuch
ISBN-13:	9781009540759
ISBN-10:	1009540750
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Sargent, Thomas J Stachurski, John
Hersteller:	Cambridge University Press
Verantwortliche Person für die EU:	Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße:	244 x 170 x 21 mm
Von/Mit:	Thomas J Sargent (u. a.)
Erscheinungsdatum:	23.06.2025
Gewicht:	0,661 kg