🌿Canonical vs Current-Value Hamiltonian | Optimal Control (Quick Explanation)🌿
Автор: 🌿Mind Maths with Amina🌿
Загружено: 2025-11-19
Просмотров: 47
In this short video, I explain the difference between the canonical Hamiltonian and the current-value Hamiltonian in an optimal control problem with discounting.
We look at:
Why we change variables to avoid confusion
How to set up both Hamiltonians
The link between λₜ and sigma
The intuition behind the co-state transformation
This is part of my EMFSS/LSE optimisation and macroeconomics playlist. Perfect for students revising optimal control, Ramsey model, and dynamic optimisation.
#OptimalControl #Hamiltonian #DynamicOptimisation #EMFSS #UOLLSE #Macroeconomics #RamseyModel #CurrentValueHamiltonian #CanonicalHamiltonian #EconomicsLectures #MathForEconomists #GraduateEconomics
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