Recursive methods in economic dynamics/
xviii, 588 pages; dig.; 25.5 cm. Content notes : Introduction -- An overview -- Mathematical Preliminaries -- Dynamic Programming under Certainty -- Applications of Dynamic Programming under Certainty -- Deterministic Dynamics -- Measure Theory and Integration -- Markov Process -- Stochastic dynamic Programming -- Applications of Stochastic Dynamic Programming -- Strong Convergence of Markov Processes -- Weak Convergence of Markov Processes -- Applications o 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 Economics mathematics Dynamic programming Business & Economics Recursive method Prescott, Edward C.
