Recursive methods in economic dynamics /

Develops the basic methods of recursive analysis, covers stochastic dynamic programming, and presents two fundamental theorems of welfare economics.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Stokey, Nancy L. (Autor), Lucas, Robert E., Jr (Autor), Prescott, Edward C. (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge, Mass. : Harvard University Press, [1989]
Temas:
Economics, Mathematical.
Recursive functions.
Mathématiques économiques.
Fonctions récursives.
BUSINESS & ECONOMICS > Economics > General.
BUSINESS & ECONOMICS > Reference.
Modèles mathématiques.
Analyse économique.
Dynamische programmering.
Macro-economie.
Programmation dynamique.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Introduction
  • 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.

Ejemplares similares