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Dynamic Programming: Finite States Thomas J. Sargent, John Stachurski
- Bostonian 3y ago'Computer code is a first-class citizen in this book. Code is written in Julia and can be found at https://github.com/QuantEcon/book-dp1 https://github.com/QuantEcon/book-dp1 We chose Julia because it is open source and because Julia allows us to write computer code that is as close as possible to the relevant mathematical equations. Julia code in the text is written to maximize clarity rather than speed. We have also written matching Python code, which can be found in the same repository. When combined with appropriate scientific libraries, Python is very practical and efficient for dynamic programming, but implementations tend to be library specific and are sometimes not as clean as those in Julia. That is why we chose Julia for programs embedded in the text.'