报告题目:Completely Abstract Dynamic Programming
报告人:John Stachurski 澳洲国立大学
报告时间:2023年11月28日(周二) 16:30-18:00
报告地点:中国科学院数学与系统科学研究院南楼N204
腾讯会议ID:393 3774 3329
内容摘要
We introduce a completely abstract dynamic programming framework in which dynamic programs are sets of policy operators acting on a partially ordered space. We provide an optimality theory based on high-level assumptions. We then study symmetric and asymmetric relationships between dynamic programs, and show how these relationships transmit optimality properties. Our formulation includes and extends applications of dynamic programming across many fields.
主讲人简介
John Stachurski is a mathematical and computational economist based at the Australian National University who works on algorithms at the intersection of dynamic programming, Markov dynamics, economics and finance. His work is published in such journals as Econometrica, Journal of Finance, Automatica, and Operations Research. In 2016 John co-founded QuantEcon with Nobel Laureate Thomas J. Sargent and he has lectured and run workshops on open source and high performance computing at many places around the world. He has two forthcoming books from Cambridge University Press, both jointly written with Tom Sargent, one on dynamic programming and the other on Economic Networks.