10 Applications of Stochastic Dynamic Programming

Claudio IRIGOYEN; Esteban Rossi-Hansberg; Mark L. J Wright

Startseite Wirtschaftswissenschaften 10 Applications of Stochastic Dynamic Programming

Kapitel

Lizenziert

Nicht lizenziert Erfordert eine Authentifizierung

10 Applications of Stochastic Dynamic Programming

Claudio IRIGOYEN , Esteban Rossi-Hansberg und Mark L. J Wright

Veröffentlicht von

Weitere Titel anzeigen von Harvard University Press

Zur Verlagsseite

Ein Kapitel aus dem Buch Solutions Manual for <i>Recursive Methods in Economic Dynamics</i>

MLA
APA
Harvard
Chicago
Vancouver

MLA
APA
Harvard
Chicago
Vancouver

IRIGOYEN, Claudio, Rossi-Hansberg, Esteban and Wright, Mark L. J. "10 Applications of Stochastic Dynamic Programming". Solutions Manual for Recursive Methods in Economic Dynamics, Cambridge, MA and London, England: Harvard University Press, 2002, pp. 171-189. https://doi.org/10.4159/9780674038967-011

IRIGOYEN, C., Rossi-Hansberg, E. & Wright, M. (2002). 10 Applications of Stochastic Dynamic Programming. In Solutions Manual for Recursive Methods in Economic Dynamics (pp. 171-189). Cambridge, MA and London, England: Harvard University Press. https://doi.org/10.4159/9780674038967-011

IRIGOYEN, C., Rossi-Hansberg, E. and Wright, M. 2002. 10 Applications of Stochastic Dynamic Programming. Solutions Manual for Recursive Methods in Economic Dynamics. Cambridge, MA and London, England: Harvard University Press, pp. 171-189. https://doi.org/10.4159/9780674038967-011

IRIGOYEN, Claudio, Rossi-Hansberg, Esteban and Wright, Mark L. J. "10 Applications of Stochastic Dynamic Programming" In Solutions Manual for Recursive Methods in Economic Dynamics, 171-189. Cambridge, MA and London, England: Harvard University Press, 2002. https://doi.org/10.4159/9780674038967-011

IRIGOYEN C, Rossi-Hansberg E, Wright M. 10 Applications of Stochastic Dynamic Programming. In: Solutions Manual for Recursive Methods in Economic Dynamics. Cambridge, MA and London, England: Harvard University Press; 2002. p.171-189. https://doi.org/10.4159/9780674038967-011

Kopie

In die Zwischenablage kopiert

BibTeX EndNote RIS

Sie haben derzeit keinen Zugang zu diesem Inhalt.

Kapitel in diesem Buch

Frontmatter i
Contents vii
Foreword ix
1 Introduction 1
2 An Overview 3
3 Mathematical Preliminaries 20
4 Dynamic Programming under Certainty 42
5 Applications of Dynamic Programming under Certainty 53
6 Deterministic Dynamics 80
7 Measure Theory and Integration 98
8 Markov Processes 131
9 Stochastic Dynamic Programming 147
10 Applications of Stochastic Dynamic Programming 171
11 Strong Convergence of Markov Processes 190
12 Weak Convergence of Markov Processes 198
13 Applications of Convergence Results for Markov Processes 212
14 Laws of Large Numbers 234
15 Pareto Optima and Competitive Equilibria 240
16 Applications of Equilibrium Theory 253
17 Fixed-Point Arguments 270
18 Equilibria in Systems with Distortions 284

Buch durchsuchen In diesem Buch suchen

https://doi.org/10.4159/9780674038967-011

Kapitel in diesem Buch

Frontmatter i
Contents vii
Foreword ix
1 Introduction 1
2 An Overview 3
3 Mathematical Preliminaries 20
4 Dynamic Programming under Certainty 42
5 Applications of Dynamic Programming under Certainty 53
6 Deterministic Dynamics 80
7 Measure Theory and Integration 98
8 Markov Processes 131
9 Stochastic Dynamic Programming 147
10 Applications of Stochastic Dynamic Programming 171
11 Strong Convergence of Markov Processes 190
12 Weak Convergence of Markov Processes 198
13 Applications of Convergence Results for Markov Processes 212
14 Laws of Large Numbers 234
15 Pareto Optima and Competitive Equilibria 240
16 Applications of Equilibrium Theory 253
17 Fixed-Point Arguments 270
18 Equilibria in Systems with Distortions 284

10 Applications of Stochastic Dynamic Programming

Kapitel PDF Ansicht

Kapitel in diesem Buch

Kapitel in diesem Buch

Kapitel in diesem Buch