Dynamic Programming and Stochastic Control

Fall 2009

Homework Policy

I expect homeworks to be an interactive process where you come and see me or send me an email if something is not clear or you feel lost on a problem (that also helps me deciding about the pace of the class). Also, please send me an email about typos and errors you notice in the problem sets or the class notes. If nobody asks for help, I won't give any hint. If I give a hint to somebody, then I will post it here or send an email to the class.

Collaboration: You are welcome to collaborate with other students on the homeworks. In that case, please write down who you collaborated with and for which problem. However, collaboration is ok only as far as discussing the solution idea is concerned. You must write the solution that you return on your own. Collaboration will not be permitted for the midterm.

Solution format and grading: I do not require a specific format for the solution you hand in, as long as you make a clear effort to be readable. Staple any loose sheet of paper. Do not hand in listings of code that you write or figures without discussing it. You do not have to show a piece of code that presents no particular interest. Do not hand in large tables of numbers; instead, present your results in a graphical form.
The grading will be rudimentary: 0 if the solution to a question is wrong or not given, 2 if it is mostly ok, 1 if it's in between... I will be more rigorous for the midterm.

Problem Set 2 (due Wed. Oct. 7)

Problem Set 1 (due Wed. Sept. 23)