https://github.com/quantecon/dse_workshop

DSE Conference DP Workshop 2022
https://github.com/quantecon/dse_workshop

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DSE Conference DP Workshop 2022

• Host: GitHub
• URL: https://github.com/quantecon/dse_workshop
• Owner: QuantEcon
• License: mit
• Created: 2022-12-11T19:10:15.000Z (over 3 years ago)
• Default Branch: main
• Last Pushed: 2022-12-12T00:02:25.000Z (over 3 years ago)
• Last Synced: 2025-04-28T11:21:41.672Z (about 1 year ago)
• Language: Jupyter Notebook
• Size: 211 KB
• Stars: 5
• Watchers: 5
• Forks: 2
• Open Issues: 2
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# DSE Workshop 2022

![](qe-logo-large.png)

This is the homepage for an extended talk on dynamic programming at the [DSE

Summer School](https://dseconf.org/) to be held at ANU in December 2022.

## Instructor

* John Stachurski 

## Topics

The talk will cover theory and applications of dynamic programming.

All of the material is based on the forthcoming textbook [Dynamic

Programming](https://github.com/QuantEcon/book-dp1/) by Thomas J. Sargent and

John Stachurski.

### Agenda

1. Quick intro via job search

2. Review of MDPs

2. MDP algorithms

2. Refactoring dynamic programs

2. Implementing DP in Python (Numba, JAX, GPUs)

## Resources

The [Dynamic Programming GitHub repository](https://github.com/QuantEcon/book-dp1/) contains 

* the latest version of the text (dp.pdf) 

* the lecture slides (see `slides`)

* and the source code (Python and Julia)

This repo also contains related DP code --- see `code` directory

The GPU-based code is designed to run smoothly on Google colab