DSE Workshop 2022
This is the homepage for an extended talk on dynamic programming at the DSE Summer School to be held at ANU in December 2022.
Instructor
- John Stachurski
Topics
The talk will cover theory and applications of dynamic programming.
All of the material is based on the forthcoming textbook Dynamic Programming by Thomas J. Sargent and John Stachurski.
Agenda
- Quick intro via job search
- Review of MDPs
- MDP algorithms
- Refactoring dynamic programs
- Implementing DP in Python (Numba, JAX, GPUs)
Resources
The Dynamic Programming GitHub repository contains
- the latest version of the text (dp.pdf)
- the lecture slides (see
slides) - and the source code (Python and Julia)
This repo also contains related DP code --- see code directory
The GPU-based code is designed to run smoothly on Google colab