Some notes on discount factor restrictions for dynamic optimization problems

global results on some nonlinear partial differential equations for direct and inverse problems

در این رساله به بررسی رفتار جواب های رده ای از معادلات دیفرانسیل با مشتقات جزیی در دامنه های کراندار می پردازیم . این معادلات به فرم نیم-خطی و غیر خطی برای مسایل مستقیم و معکوس مورد مطالعه قرار می گیرند . به ویژه، تاثیر شرایط مختلف فیزیکی را در مساله، نظیر وجود موانع و منابع، پراکندگی و چسبندگی در معادلات موج و گرما بررسی می کنیم و به دنبال شرایطی می گردیم که متضمن وجود سراسری یا عدم وجود سراسر...

Some Results on Necessary Conditions for Tow Quasidifferentiable Optimization Problems

Notes on random optimization problems

These notes are under construction. They constitute a combination of what I have said in the lectures, what I will say in future lectures, and what I will not say due to time constraints. Some sections are very brief, and this is generally because they are not yet written. Some of the “problems and exercises” describe things that I am actually going to write down in detail in the text. This is ...

Some Notes on Dynamic Adverse Selection

This key tension in this set of topics centers around the role of commitment in longterm contracting. Previously, we assumed full commitment power on the part of the Principal in setting all aspects of a contract. In a dynamic setting, the ful…llment of the early stages of a contract provides information to the Principal about the agent’s type. Naturally, the Principal will be tempted to act on...

Lecture Notes On Solution Methods for Representative Agent Dynamic Stochastic Optimization Problems

These lecture notes sketch a set of techniques that are useful in solving representative agent dynamic stochastic optimization problems. I make no attempt at a systematic overview of the many possible technical choices; instead, the notes present a very specific set of methods and techniques. Associated with these notes is a set of Mathematica programs that solve the problems described in the t...