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Bellman equation
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31	Three types of ambiguity Lars Peter Hansen University of Chicago and NBER Thomas J. Sargent New York University and the Hoover Institution Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:03:58 Ambiguity Bellman equation Random walk model of consumption Economic model Cybernetics Science Artificial intelligence Automated planning and scheduling Planner
32	Numerical solution of dynamic equilibrium models under Poisson uncertainty∗ Olaf Posch(a) and Timo Trimborn(b) (a) Hamburg University and CREATES, (b) University of G¨ottingen February 2013 Add to Reading List Source URL: www.oposch.com Language: English - Date: 2013-06-26 07:49:14 Differential equations Mathematical optimization Optimal control Differential calculus Multivariable calculus Partial differential equation Bellman equation Stochastic differential equation Ordinary differential equation Calculus Mathematical analysis Mathematics
33	Robust Control and Model Misspecification Lars Peter Hansen Thomas J. Sargent Gauhar A. Turmuhambetova Noah Williams∗ September 26, 2005 Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:03:54 Dynamic programming Statistical theory Stochastic control Hamilton–Jacobi–Bellman equation Optimal control Partial differential equation Kullback–Leibler divergence Statistics Mathematical analysis Mathematics
34	LQfiltering_final_October_2008.dvi Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:03:55 Systems theory Cybernetics Linear-quadratic-Gaussian control Conditional expectation Independence Bellman equation Multivariate random variable Conditioning Probability theory Statistics Control theory
35	nocommit_revision_2010.dvi Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:04:21 Probability and statistics Stochastic differential equations Markov processes Dynamic programming Markov chain Lars Peter Hansen Bellman equation Filtering problem Kalman filter Statistics Control theory Markov models
36	Dynamic optimization: Continuous-time DSGE Olaf Posch () Summer course 2010 Course objective. This course provides a toolbox for solving continuous-time dynamic optimization problems in (stochastic) econ Add to Reading List Source URL: www.oposch.com Language: English - Date: 2010-10-15 09:17:12 Systems theory Control theory Equations Dynamic programming Optimal control Macroeconomic model Bellman equation Dynamic stochastic general equilibrium Stochastic Mathematical optimization Macroeconomics Operations research
37	Solution and Estimation of Dynamic Structural Models Using an Euler Equations Mapping Victor Aguirregabiria University of Toronto and CEPR Arvind Magesan Add to Reading List Source URL: aguirregabiria.net Language: English - Date: 2015-03-22 17:10:45 Equations Mathematical optimization Applied mathematics Mathematical analysis Markov models Bellman equation Markov chain Dynamic programming Discretization Mathematics Systems theory Control theory
38	StLouis803a.tex Optimal Monetary Policy under Uncertainty: A Markov Jump-Linear-Quadratic Approach∗ Lars E.O. Svensson Sveriges Riksbank and Princeton University Add to Reading List Source URL: larseosvensson.se Language: English - Date: 2013-07-17 19:06:22 Regression analysis Econometrics JT Bellman equation Normal distribution XT Optimal design Loss function Statistics Statistical theory Dynamic programming
39	Robust control of forward-looking models Lars Peter Hansen University of Chicago Thomas J. Sargent New York University and Hoover Institution Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:03:47 Science Mathematical optimization Equations Operations research Stochastic control Stackelberg competition Bellman equation Mathematical model Economic model Systems theory Mathematics Control theory
40	Monetary Policy Under Uncertainty and Learning Add to Reading List Source URL: larseosvensson.se Language: English - Date: 2013-07-17 18:49:46 Dynamic programming Equations Control theory Bellman equation Optimal design Loss function Macroeconomic model Statistics Statistical theory Mathematical optimization