About

These books cover dynamic programming and its applications in economics, finance, and adjacent fields like operations research. They bring together recent innovations in the theory of dynamic programming and also provide related applications and computer code.

Table of Contents

  1. Introduction
  2. Operators and Fixed Points
  3. Markov Dynamics
  4. Optimal Stopping
  5. Markov Decision Processes
  6. Stochastic Discounting
  7. Valuation
  8. Recursive Decision Processes
  9. Abstract Dynamic Programming
  10. Continuous Time
  1. Prelude: Examples of Dynamic Programs
  2. Abstract Decision Processes
  3. ADPs on Pospace
  4. ADPs on Banach Space
  5. ADP Transformations
  6. Linear Decision Processes
  7. Recursive Decision Processes
  8. Additional Applications
  9. Approximation and Learning

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Volume I: Finite States

Volume II: General States

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