Updates (just before Easter, just …

Updates (just before Easter, just in case you want to keep up):

Teaching:

• Monday's seminar: Not very well visited. I take it as a sign that I assign far too easy problems ;>
• On Wednesday, we covered continuous-time optimal stochastic control
• Next Wednesday (after Easter), we will complete this and cover optimal stopping.
• Then the following Wednesday: Filtering.

Material:

• The note under "Various material" is updated.
• For reference on language on information, you might want to read this note I wrote for ECON5160 last year . Optional reading (pun intended, will be revealed if you read the note ;) )