M.A.E. (Ph.D.) Macro II (Spring 2020)
notes (LN) 1: Dynamic Programming under Certainty
Ph.D.: Macro Reading Group (Fall 2019)
We meet on Tuesdays, 17.45-19.00h, this
semester (Aula 15.0.05).
Lecture notes on continuous-time methods
The following lecture notes are meant to provide a first intuitive
introduction to continuous-time methods. Consult the standard
textbooks (Karatzas & Shreve, Øksendahl) if you are looking for
For numerical methods, also see
appendix to Altruistically-Motivated Transfers under
Uncertainty (with Daniel Barczyk) on
my research website.