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Dynamic Programming, Any packages or Tips?


I have to write some dynamic programming algorithms, and was wondering
if anyone out there has had success solving these types of problems with 
Mathematica.  For finite horizion, I need a recursive routine for 
symbolic as well as numerical solutions.  In the infinite horizon case, 
numerical methods, of course.  In both cases, I need to include both 
control and state variable inequality constraints.

Some have suggested to me that MatLab handles these things well.  Hoping
it is not necessary to learn yet another piece of software.

All suggestions and sample code are greatly appreciated.

Ezra D. Greenberg 
Department of Economics
University of Maryland at College Park
edg at wam.umd.edu



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