Example for finite horizon DP problem


I am wondering if anyone can share an example for a DP problem with finite horizon.
I’m finding it hard to come across one coded in Julia.


This is such a topic, although it might not be what you are looking for:


If not, please be more specific, as there are many kinds of DP problems.

Thanks, I will take a closer look. However, I was thinking more of an example in Economics, say a growth model, or stochastic cake eating problem.

There should be many many others, but you can find a couple of such examples in Miranda and Fackler, Applied Computational Economics and Finance, MIT press, 2002, Chapters 7 and 8 (see also this website).

Here are notebooks for Sections 7.6.4 and 7.6.6:

(These should be updated with the recently implemented backward_induction method for QuantEcon.DiscreteDP.)

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