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Thread: Intutive Guide to Dynamic Programming: Where can I find one?

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    Intutive Guide to Dynamic Programming: Where can I find one?

    Dear all,

    I am working through SLP for dynamic programming. I am doing fine with it, but I am getting a feeling that I need to read something more intuitive as well at this stage. May be a worked example or simple explantion of bellman equation etc. Can anyone suggest me some resources on that?

    Thanks
    Will attend BU Economics PhD
    What is more important is that I have got the opportunity to do research !

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    You might find the chapter on dynamic optimization in Further Mathematics for Economic Analysis by Sydsaeter, et al helpful.

    I'm not sure if it's the kind of intuition you're looking for, but they do try to develop some regarding their results.

    They do get a little wordy for my taste sometimes, though.

    Edit: You can look inside the book on Amazon, so that might help you figure out if this is what you're looking for.

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    Google 'A child's guide to dynamic programming'

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    Heres one. I've used it before. wuwo mentioned this one

    http://www.colorado.edu/Economics/co...0/Cgdynpro.PDF

    Heres Anotherguide, the method used is similar to the one my prof taught.

    http://faculty.arts.ubc.ca/alahiri/DynamicOptm.pdf

    Heres Continuous Time

    http://faculty.arts.ubc.ca/alahiri/Hamiltonians.pdf

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    I like Andy Wright's (Upenn) lecture notes:

    Randy Wright's Working Papers

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    Randy, not Andy

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    thanks guys, links were really helpful
    Will attend BU Economics PhD
    What is more important is that I have got the opportunity to do research !

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    Also check out, if you can, Stinchcombe and Corbae's book. A little notationally dense, but the ideas are presented in a straightforward way.
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