Solutions manual for Recursive methods in economic dynamics /

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This solutions manual is a companion volume to the classic textbook Recursive Methods in Economic Dynamics by Nancy L. Stokey and Robert E. Lucas. Efficient and lucid in approach, this manual will greatly enhance the value of Recursive Methods as a text for self-study.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Irigoyen, Claudio
Otros Autores: Rossi-Hansberg, Esteban, Wright, Mark L. J.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge, Mass. ; London : Harvard University Press, 2002.
Temas:
Economics, Mathematical.
Recursive functions.
Dynamic programming.
Mathématiques économiques.
Fonctions récursives.
Programmation dynamique.
BUSINESS & ECONOMICS > Economics > Theory.
Stochastische Optimierung
Wirtschaftsmathematik
Gleichgewichtstheorie
Mathematisches Modell
Dynamische Optimierung
Ökonometrie
Rekursive Funktion
Deterministische Optimierung
Stochastische dynamische Optimierung
Matemática aplicada (economia)
Programação dinâmica.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • An overview
  • Mathematical preliminaries
  • Dynamic programming under certainty
  • Applications of dynamic programming under certainty
  • Deterministic dynamics
  • Measure theory and integration
  • Markov processes
  • Stochastic dynamic programming
  • Applications of stochastic dynamic programming
  • Strong convergence of Markov processes
  • Weak convergence of Markov processes
  • Applications of convergence results for Markov processes
  • Laws of large numbers
  • Pareto optima and competitive equilibria
  • Applications of equilibrium theory
  • Fixed-point arguments
  • Equilibria in systems with distortions.

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