Intro and request
- To: mathgroup at yoda.physics.unc.edu
- Subject: Intro and request
- From: George.Martin at econs.umass.edu
- Date: Tue, 7 Jul 92 21:18:31 -0400
An Introduction... Hello! I've recently joined the Mathematica list, so I thought I'd take a moment to introduce myself. I am a currently a graduate student in Economics at the University of Massachusetts, Amherst. (My previous degrees (B.A., M.A.) are in (African) History. I also spent a few years doing computer work for a large "public interest" law firm.) Much of my current work, however, involves microeconomically based models of asset pricing, as well as econometrics. In particular, much of my work involves (stochastic) DYNAMIC PROGRAMMING. And a request: Has anyone had any substantial experience using Mathematica to solve dynamic programming/optimal control problems? Would anyone know if there are any publicly (or privately) available packages designed for this task? And what about packages designed for the analysis of (controlled) stochastic processes? More generally: I also wonder if there are any other list members who are interested in economics or finance and whether or not they have some general comments on the usefulness of Mathematica in such fields? I've only recently begun to use Mathematica in my work, and so would greatly appreciate experienced opinion. I'd appreciate any feedback on any of my questions. Thanks! George Martin george.martin at econs.umass.edu (413) 545-2590