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Solutions Manual for

Recursive Methods in Economic Dynamics

Solutions Manual for

Recursive Methods in Economic Dynamics

Claudio Irigoyen Esteban Rossi-Hansberg Mark L. J. Wright

Harvard University Press
Cambridge, Massachusetts, and London, England 2002

c Copyright ¡Æ 2002 by the President and Fellows of Harvard College All rights reserved Printed in the United States of America Library of Congress Cataloging-in-Publication Data

To Marta, Santiago, and Federico ? CI To Maria Jose ? ERH To Christine ? MLJW

Contents

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 ¡¦(»ý·«)