The tentative lecture plan is presented below.
| Week | Lecture | Day | Date | Topic |
|---|---|---|---|---|
| 6 | 1 | wed | 04/Feb/26 | Introduction to Markov Decision Processes (MDPs) and Dynamic Programming (DP) |
| 2 | thu | 05/Feb/26 | Numerical Implementation of Simple Deterministic DP Problem: The Cake Eating Problem | |
| 7 | 3 | wed | 11/Feb/26 | Numerical Integration in 1D |
| 4 | thu | 12/Feb/26 | Multi-dimensional Integration: Monte Carlo and Quadrature Methods Portfolio Choice Example (Part 1): Integration Portfolio Choice Example (Part 2): Optimization |
|
| 8 | 5 | wed | 18/Feb/26 | Multi-dimensional choices and integration: Dynamic Portfolio Choice |
| 6 | thu | 19/Feb/26 | Function Approximation (1-dim) | |
| 9 | 7 | wed | 25/Feb/26 | Multi-dimensional Function Approximation + The Curse of Dimensionality |
| Week | Lecture | Day | Date | Topic |
|---|---|---|---|---|
| 8 | thu | 26/Feb/26 | The Nested Fixed Point Algorithm (NFXP) | |
| 10 | 9 | wed | 04/Mar/26 | NFXP continued |
| 10 | thu | 05/Mar/26 | Sequential Estimation in Discrete Decision Problems: Nested Pseudo Likelihood (NPL) and CCP Estimators |
| Week | Lecture | Day | Date | Topic |
|---|---|---|---|---|
| 11 | 11 | wed | 11/Mar/26 | The Euler Equation, Time Iterations and EGM |
| 12 | thu | 12/Mar/26 | Discrete-Continuous Choice Models (DC-EGM) | |
| 12 | 13 | wed | 19/Mar/26 | More on Structural Estimation Simple Code Example of SMD |
| 14 | thu | 20/Mar/26 | Empirical Application of DC-EGM (Iskhakov and Keane, JoE 2021) |
| Week | Lecture | Day | Date | Topic |
|---|---|---|---|---|
| 13 | 15 | wed | 25/Mar/26 | Stationary Equilibrium: Equilibrium Trade in Automobile Markets |
| 16 | thu | 26/Mar/26 | Ideas for Term Papers | |
| 14 | 17 | wed | 01/Apr/26 | No Lecture (Easter) |
| thu | 02/Apr/26 | No Lecture (Easter) | ||
| 15 | wed | 08/Apr/26 | Solving and Estimating Static Games of Incomplete Information | |
| 15 | 18 | Thu | 09/Apr/26 | Invited Lecture: Dynamic Programming and Reinforcement Learning |
| 16 | wed | 15/Apr/26 | Structural Estimation of Dynamic Games Using MPEC, NPL and 2-step-PML | |
| thu | 16/Apr/26 | Solving Directional Dynamic Games with Multiple Equilibria Using RLS (skipped) Estimating Directional Dynamic Games with Multiple Equilibria Using NRLS |
| Week | Lecture | Day | Date | Topic |
|---|---|---|---|---|
| 17 | wed | 22/Apr/26 | No Lecture | |
| thu | 23/Apr/26 | Submit Project Proposal | ||
| 18 | wed | 29/Apr/26 | Research Workshop - day 1 (8 AM - 12 PM) | |
| thu | 30/Apr/26 | Research Workshop - day 2 (8 AM - 12 PM) | ||
| 23 | Tue | 03/Jun/26 | Submit Term Paper (10 PM) | |
| 23 | Wed | 10/Jun/26 | Exam day 1 | |
| 23 | Tue | 16/Jun/26 | Exam day 2 |