一份很好的动态规划讲义！给大家共享。

Contents
1 Introduction 4
2 Basic concepts 4
3 The Bellman equation and the principle of optimality 8
4 Examples 11
4.1 Intertemporal job search . . . . . . . . . . . . . . . . . . . . . 11
4.2 The Neoclassical Growth Model . . . . . . . . . . . . . . . . . 12
4.3 The Linear Regulator Problem . . . . . . . . . . . . . . . . . . 19
5 Principles of Dynamic Programming: the deterministic case 21
6 Principles of Dynamic Programming: the stochastic case 27
7 The Lucas Tree Model 30
7.1 The Equity Premium Puzzle . . . . . . . . . . . . . . . . . . . 35
A Some mathematical concepts 37
B Mean Preserving Spreads 41
C The Riemann-Stieltjes Integral 42