Dynamic Programming: Finite States Thomas J. Sargent, John Stachurski
arxiv.org
arxiv.org
https://github.com/QuantEcon/book-dp1
We chose Julia because it is open source and because Julia allows us to write computer code that is as close as possible to the relevant mathematical equations. Julia code in the text is written to maximize clarity rather than speed.
We have also written matching Python code, which can be found in the same repository. When combined with appropriate scientific libraries, Python is very practical and efficient for dynamic programming, but implementations tend to be library specific and are sometimes not as clean as those in Julia. That is why we chose Julia for programs embedded in the text.'