Recursive methods in economic dynamics /

• Main Author: Stokey, Nancy L
• Other Authors: Lucas Jr., Robert E, Prescot, Edward C
• Format: Book
• Published: Cambridge, Mass. : Harvard University Press, 2004
• Subjects: PROGRAMACION DINAMICA; PROCESO DE MARKOV; ESTUDIOS DE CASOS; CASOS PRACTICOS; APLICACIONES

Table of Contents:

• The recursive approach: 1. Introduction
• 2. An overview
• Deterministic models: 3. mathematical preliminaries
• 4. Dynamic programming under certainty
• 5. Applications of dynamic programming under certainty
• 6. Deterministic dynamics
• Stochastic models: 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
• 14. Laws of large numbers
• Competitive equilibrium: 15. Pareto optima and competitive equilibria
• 16. Applications of equlilibrium theory
• 17. Fixed-point arguments
• 18. Equilibria in systems with distortions.