Applications of Continuous Time Stochastic Dynamic Programming in Economics: Part 2/4 @EconJohnTutor

Applications of Continuous Time Stochastic Dynamic Programming in Economics: Part 2/4 @EconJohnTutor

Uploaded August 2021 | Updated September 2026, 3 weeks ago

In this video we work through Merton's portfolio allocation problem using the guess and verify method.

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