报告题目：Completely abstract dynamic programming
主讲嘉宾：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 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.
报告摘要：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.
报告时间：2023年11月28日(周二)，16:30-18:00
线下地点：厦门大学经济楼N302
线上地点：腾讯会议 ID：393 3774 3329
