Programs for Dynamic Optimization
Disclaimer: These programs are freely available. Original authorship is noted in the program. However, I make no guarantees that the programs are correct. If you find an error or have a question, feel free to contact me.. However, except for students enrolled in my classes, I can not guarantee that I will be able to answer all questions.

Visual Basic Programming

VB Guide, an introduction to programming in VBA, i.e., Visual Basic associated with Excel.

VB Tips, a living document with my latest VB discoveries.

Matrix Operations subroutines. Text file with VB code for carrying out standard matrix operations (mostly by Henry Bryant). (Excel File)

DP with VB

Simple VB program to solve an inventory control problem using Dynamic Programming. This code is presented in Lecture 8.

More complicated VB program from Lecture 8

Matlab

Matlab Tutorial A very basic introduction to symbolic algebra using Matlab

Web page for Mario J. Miranda & Paul L. Fackler's book, Applied Computational Economics and Finance

Miscellaneous

Gaunrm.txt, Gaussian quadrature nodes and wts for numerical integration (courtesy of Mario Miranda).

GAMS

Ramsey.gms, Simple GAMS program for numerical optimal control. (right click and save if this doesn't open)

Fortran

A simpleton's guide to Fortran.

Notes on the use of the Nag Fortran complier.

Old Stuff

BackSweepVBA.xls, a VB program to solve the an optimal control problems using the backward sweep algorithm.