Computational Methods Assignment 3
1. A graduate student writes one research paper each year. With probability 0.5, the
student finds null results (-), with probability 0.25, he finds results that are
Note Set 8 Numerical Game Theory
8.1 Overview
In this note set, we will cover a number of techniques of computing numerical
solutions to games. We will consider both discrete strategy spaces and conti
Note Set 7 Nonlinear Equations
7.1 Overview
Often, we will be interested in solving a system of non-linear equations,
f ( x) = 0 . Non-linear equations are generally hard problems.
7.2 Newtons Method
Computational Methods Assignment 2
1.
Consider the following stylized model of the 2008 Republican Presidential
Primary. There are four candidates competing- Rudy Giuliani, John McCain, Mitt
Romney, a
Computational Methods Assignment 1
1.
Consider a game of electoral competition between two vote-maximizing
candidates, L and R , who take positions yL [0,1] and yR [0,1] . There is a continuum
of vote
Note Set 5 Constrained Optimization
5.1 Overview
In this note set, we consider constrained optimization.
5.2 Kuhn-Tucker Conditions
Suppose we have an optimization problem of the form,
max f ( x) such
Note Set 9 Dynamic Optimization Problems and
Dynamic Games
9.1 Overview
Often, we will be interested in solution dynamic optimization problems, where an
agent maximizing the discounted stream of utili
Note Set 1 The Basics
1.1 Overview
In this note set, we will cover the very basic tools of numerical methods.
Numerical methods are useful for both formal theory and methods because they free us
from
Note Set 2 Programming
2.1 Overview
In this note set, we will cover programming in c/c+ for numerical applications.
We will start by covering the basic of the language, with particular emphasis on the
Note Set 6 Simulation Methods
6.1 Overview
In Note Set 1, we discussed a number of methods for numerical integration. The
methods we used can be extended to multidimensional integrals. If we wanted to
Note Set 4 Unconstrained Optimization
4.1 Overview
In this note set, we will consider finding the (unconstrained) maximum of the function f ( x) . The methods we will use will depend on the smoothness
Note Set 3 Numerical Linear Algebra
3.1 Overview
Numerical linear algebra includes a class of problems which involves multiplying
vectors and matrices, solving linear equations, computing the inverse