ECO 6108 Economic System Design
3 crédits
Science economique
Faculte des sciences sociales
Deterministic dynamic optimization methods: economic and managerial applications of the maximum principle of Pontryagin and of dynamic programming. Discrete time stochastic dynamic optimization methods: Bayesian and Markovian decision theory, measures of risk-aversion and risk, portfolio theory, elements of search theory, applications of discrete time stochastic control to economics.
Volet:
Cours magistral
Terme proposées précédemment:
Automne
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