The Lagrange Method for Dynamic Optimization：An

主讲人

邹至庄教授

题目

The Lagrange Method for Dynamic Optimization：An Alternative to Dynamic Programming

时间

2005年9月21日（星期三）下午14:00-15:30

地点

北京大学中国经济研究中心万众楼小教室

工作语言

英文

联系电话

62758915

演讲简介

To solve dynamic optimization problems, we often use dynamic programming method. However, Prof. Chow will introduce an interesting method -------Lagrange Method. He argues that, for many examples, Lagrange Method gives a simpler solution than dynamic programming. Bellman equation is not required in Lagrange method.