1.

Record Nr.

UNINA9910778440303321

Autore

Irigoyen Claudio

Titolo

Solutions manual for recursive methods in economic dynamics [[electronic resource] /] / Claudio Irigoyen, Esteban Rossi-Hansberg, Mark L.J. Wright

Pubbl/distr/stampa

Cambridge, MA ; ; London, : Harvard University Press, 2002

ISBN

0-674-03896-7

Descrizione fisica

1 online resource (x, 291 p.)

Classificazione

QH 300

Altri autori (Persone)

Rossi-HansbergEsteban

WrightMark L. J

StokeyNancy L

Disciplina

330.0151

Soggetti

Economics, Mathematical

Recursive functions

Dynamic programming

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Bibliographic Level Mode of Issuance: Monograph

Nota di contenuto

Frontmatter -- Contents -- Foreword -- 1 Introduction -- 2 An Overview -- 3 Mathematical Preliminaries -- 4 Dynamic Programming under Certainty -- 5 Applications of Dynamic Programming under Certainty -- 6 Deterministic Dynamics -- 7 Measure Theory and Integration -- 8 Markov Processes -- 9 Stochastic Dynamic Programming -- 10 Applications of Stochastic Dynamic Programming -- 11 Strong Convergence of Markov Processes -- 12 Weak Convergence of Markov Processes -- 13 Applications of Convergence Results for Markov Processes -- 14 Laws of Large Numbers -- 15 Pareto Optima and Competitive Equilibria -- 16 Applications of Equilibrium Theory -- 17 Fixed-Point Arguments -- 18 Equilibria in Systems with Distortions

Sommario/riassunto

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.