Economic Dynamics
Theory and Computation
by Stachurski
ISBN: 9780262012775 | Copyright 2009
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|---|---|
| Contents (pg. vii) | |
| Preface (pg. xiii) | |
| Common Symbols (pg. xvii) | |
| Chapter 1. Introduction (pg. 1) | |
| Part I. Introduction to Dynamics (pg. 9) | |
| Chapter 2. Introduction to Programming (pg. 11) | |
| 2.1 Basic Techniques (pg. 11) | |
| 2.2 Program Design (pg. 25) | |
| 2.3 Commentary (pg. 33) | |
| Chapter 3. Analysis in Metric Space (pg. 35) | |
| 3.1 A First Look at Metric Space (pg. 35) | |
| 3.2 Further Properties (pg. 44) | |
| 3.3 Commentary (pg. 54) | |
| Chapter 4. Introduction to Dynamics (pg. 55) | |
| 4.1 Deterministic Dynamical Systems (pg. 55) | |
| 4.2 Finite State Markov Chains (pg. 68) | |
| 4.3 Stability of Finite State MCs (pg. 83) | |
| 4.4 Commentary (pg. 96) | |
| Chapter 5. Further Topics for Finite MCs (pg. 99) | |
| 5.1 Optimization (pg. 99) | |
| 5.2 MCs and SRSs (pg. 107) | |
| 5.3 Commentary (pg. 116) | |
| Chapter 6. Infinite State Space (pg. 117) | |
| 6.1 First Steps (pg. 117) | |
| 6.2 Optimal Growth, Infinite State (pg. 133) | |
| 6.3 Stochastic Speculative Price (pg. 145) | |
| 6.4 Commentary (pg. 156) | |
| Part II. Advanced Techniques (pg. 157) | |
| Chapter 7. Integration (pg. 159) | |
| 7.1 Measure Theory (pg. 159) | |
| 7.2 Definition of the Integral (pg. 171) | |
| 7.3 Properties of the Integral (pg. 178) | |
| 7.4 Commentary (pg. 186) | |
| Chapter 8. Density Markov Chains (pg. 187) | |
| 8.1 Outline (pg. 187) | |
| 8.2 Stability (pg. 197) | |
| 8.3 Commentary (pg. 210) | |
| Chapter 9. Measure-Theoretic Probability (pg. 211) | |
| 9.1 Random Variables (pg. 211) | |
| 9.2 General State Markov Chains (pg. 218) | |
| 9.3 Commentary (pg. 227) | |
| Chapter 10. Stochastic DynamicProgramming (pg. 229) | |
| 10.1 Theory (pg. 229) | |
| 10.2 Numerical Methods (pg. 238) | |
| 10.3 Commentary (pg. 246) | |
| Chapter 11. Stochastic Dynamics (pg. 247) | |
| 11.1 Notions of Convergence (pg. 247) | |
| 11.2 Stability: Analytical Methods (pg. 257) | |
| 11.3 Stability: Probabilistic Methods (pg. 271) | |
| 11.4 Commentary (pg. 293) | |
| Chapter 12. More Stochastic Dynamic Programming (pg. 295) | |
| 12.1 Monotonicity and Concavity (pg. 295) | |
| 12.2 Unbounded Rewards (pg. 306) | |
| 12.3 Commentary (pg. 312) | |
| Part III. Appendixes (pg. 315) | |
| Appendix A: Real Analysis (pg. 317) | |
| A.1 The Nuts and Bolts (pg. 317) | |
| A.2 The Real Numbers (pg. 327) | |
| Appendix B: Chapter Appendixes (pg. 339) | |
| B.1 Appendix to Chapter 3 (pg. 339) | |
| B.2 Appendix to Chapter 4 (pg. 342) | |
| B.3 Appendix to Chapter 6 (pg. 344) | |
| B.4 Appendix to Chapter 8 (pg. 345) | |
| B.5 Appendix to Chapter 10 (pg. 347) | |
| B.6 Appendix to Chapter 11 (pg. 349) | |
| B.7 Appendix to Chapter 12 (pg. 350) | |
| Bibliography (pg. 357) | |
| Index (pg. 367) | |
John Stachurski
John Stachurski is Professor of Economics at the Australian National University and the author of Economic Dynamics: Theory and Computation (MIT Press).