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ARE 263

• Course Outline
• Part 1: Basic Ideas of ODE's
• Part 2: Calculus of Variations
• Part 3: The Maximum Principle
• Part 4: Uncertainty
• Part 5: Dynamic Programming
• Part 6: Two Schochastic Control Problems
• Part 7: Limit Cycles in Intertemporal Adjustment Models
• Part 8: "Nonconvex" Control Problems

Tahvonen&Salo

• Part 9:  Linear Control Problems
• Part 10: Dynamic Games

Reading List for Games
Indeterminacy

PROBLEM SETS

~ Files may read "261", but still apply to 263 ~

Problem Set 1
Key PS 1
 

Problem Set 2
predator_prey.m
prey.m

Key PS 2

 

Problem Set 3

Key PS 3

 

Problem Set 4

Key PS 4

 

Problem Set 5

Key PS 5
 

Problem Set 6
erc file    erm file

Key PS 6

Problem Set 7
No solution set for this problem

Dynamic taxes with additive errors

Dynamic taxes with multiplicative errors

Problem Set 8

Key PS 8

Problem Set 9

Key PS 9