Dynamic Programming Volume II: General States Now Available
13 Mar 2026
Volume II of Dynamic Programming by Thomas J. Sargent and John Stachurski is now available for free download.
Volume II: General States extends the finite state framework of Volume I to general state spaces, covering:
Part I: General Theory
- Abstract Dynamic Programs (Parts 1-3)
- Transforms
Part II: Models and Applications
- Concave DP Problems
- Risk-Sensitive Dynamic Programming
- Applications
The book is available as a free PDF download from the Dynamic Programming website, alongside Volume I and its accompanying code and slides.
Published by: QuantEcon