This chapter surveys dynamic heterogeneous agent models (HAMs) in economics and finance, focusing on simple models that are tractable through analytic methods combined with computational tools. These models typically involve boundedly rational agents using heuristics or rule-of-thumb strategies, which can lead to complex dynamics, including chaotic behavior. The chapter highlights the importance of heterogeneity, particularly in expectations, and discusses the challenges posed by behavioral models to traditional rational agent frameworks. It explores various types of agents, such as fundamentalists and chartists, and their interactions, including survey data on expectations and models of exchange rates. The chapter also delves into noise traders and behavioral finance, examining models where rational arbitrageurs coexist with noise traders or positive feedback traders. The dynamics of these models, including the survival of noise traders and the impact of realized returns on strategy selection, are analyzed. The chapter concludes by discussing the implications of HAMs for asset pricing and future research directions.This chapter surveys dynamic heterogeneous agent models (HAMs) in economics and finance, focusing on simple models that are tractable through analytic methods combined with computational tools. These models typically involve boundedly rational agents using heuristics or rule-of-thumb strategies, which can lead to complex dynamics, including chaotic behavior. The chapter highlights the importance of heterogeneity, particularly in expectations, and discusses the challenges posed by behavioral models to traditional rational agent frameworks. It explores various types of agents, such as fundamentalists and chartists, and their interactions, including survey data on expectations and models of exchange rates. The chapter also delves into noise traders and behavioral finance, examining models where rational arbitrageurs coexist with noise traders or positive feedback traders. The dynamics of these models, including the survival of noise traders and the impact of realized returns on strategy selection, are analyzed. The chapter concludes by discussing the implications of HAMs for asset pricing and future research directions.