ARE 263Methods of Dynamic Analysis and ControlInstructors: Larry Karp and Christian Traeger
Meets Tu/Th 12:30-2:00 in 201 Giannini Hall
Syllabus (including some Readings) html
List of topics: 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. 21. 22. 23. 24. 25. 26. 27. 28. 29. 30.
Larry Karp: Fridays 9-10am or by appointment, 206 Giannini Hall
Class Notes: · · · · · Learning
· A two-period version of Krugman's model
· Larry Karp's "Depreciation erodes the Coase Conjecture", European Economic Review 40 : 473 - 490 (1996).
Problem sets and solutions: Problem set 1 (due Sept 9) Problem set 2 Paper needed for problem set Hint/solution for the first problem (due Sept 16) Problem set 3 Gams file erc Gams file erm (due Sept 23) Solution PS 3 Problem set 4 (due October 9) Problem set 5 (Due October 28) Matlab predator_prey Matlab prey Solution PS 5 Problem set 6 (Due November 18) Solution PS 6
Old exams: exam 2001 exam 2002 exam 2003 exam 2004 and key exam 2006 and key
Old lecture notes from previous years: 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 Part 9: Linear Control Problems Part 10: Dynamic Games Reading List for Games
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