Dynamic Optimization Methods with Applications
MIT OpenCourseWare offers this advanced course on dynamic optimization, covering both discrete and continuous time methods through dynamic programming and optimal control. Lectures build the mathematical tools needed to analyze dynamic systems that arise from optimization problems, with economic examples used throughout to illustrate applications such as growth models and resource allocation. The course materials include lecture notes, problem sets, and exam materials, and emphasize gaining general command of the techniques so they can be applied in other coursework. Free to access through MIT OpenCourseWare, with no certificate offered. The course assumes familiarity with calculus, differential equations, and probability, making it suited to students who already have a mathematical economics background and want a rigorous treatment of optimization over time.