econ831 - Fall 2009 ~ ECON 831 Course Material General...

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Fall 2009 ~ ECON 831 Course Material General information: - outline - Office#1660 - Email - Office hours: Tuesday 3 to 4pm; Thursday 2 to 3pm Overall schedule: (1) Dynamic optimization : * 2 Reference books: Sundaram, R. " A first course in optimization theory Real analysis with economic applications " * Covered topics: a) Building towards. .. : i) Metric spaces; ii) Sequences in metric spaces; iii) Continuity and Contractions; iv) Correspondences; v) Theorem of Maximum. b) . .. Dynamic Programming: i) Finite horizon; ii) Infinite horizon; iii) Existence, uniqueness and properties of an optimal solution. (2) Probability and measure theory : * Reference book: Bierens, H. " Introduction to the Mathematical and Statistical Foundations of Econometrics " (chapt. 1 to 3) Detailed schedule: Date Material References Sept. 15-17 - informal introduction to DP - review: logic and quantifiers; set theory - Metric space: def. and examples; - Assignment 1 (due Sept. 24th) & Solution S: appendix A; Ok: A.1
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econ831 - Fall 2009 ~ ECON 831 Course Material General...

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