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I am taking advanced macro course in Fall. Could you please advise me a simple introduction to Markov processes and dynamic programming? I mean easy. Thanks!

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  • $\begingroup$ Could you please clarify what you mean by easy? I.e. what is your background, what branches of math did you study? $\endgroup$
    – Giskard
    Aug 18 '21 at 4:38
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    $\begingroup$ As an introduction to the topic, I found it useful to look at the reinforcement learning (RI) community. Certain classes in RI are more descriptive than those you're likely to find in advanced macro, yet both are discussing equivalent materials in terms of Markov processes, Bellman equations, value function iterations etc. Once you've introduced yourself to those topics, I would brush up some function analysis/contraction mapping theorem stuff. $\endgroup$
    – EB3112
    Aug 18 '21 at 6:52
  • $\begingroup$ Overall I had 2 university math courses, so very few. My math level is not very high (some calculus, linear algebra, probability). That is why I want smth simple. $\endgroup$
    – Mr. T
    Aug 18 '21 at 9:51