Fast Dynamic Programming with Python

An Introduction to High Performance Computing for Economists

John Stachurski

This is a brief lecture on fast dynamic programming in Python using just-in-time compilation and multithreading.

Attendees are encouraged to bring their laptops and install Anaconda Python before they arrive.

Topics:

• Using Python via Jupyter Notebooks
• First steps with Python
• Scientific computing with Python
• Just-in-time compilation
• An example DP problem