Recursive methods in economic dynamics
Recursive methods in economic dynamics
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DOI：
10.2307/135572
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发表时间：
1989
期刊：
影响因子：
--
通讯作者：
Nancy L. Stokey;R. Lucas;E. Prescott
中科院分区：
文献类型：
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作者：
Nancy L. Stokey;R. Lucas;E. Prescott
I.递归方法1.导言2.概述2.1最优增长的确定性模型2.2最优增长的随机模型2.3竞争性均衡增长2.4结论和计划2. 3.第三章3.1度量空间和赋范向量空间3.2压缩映射定理3.3最大值定理4.确定性下的动态规划4.1最优性原理4.2有界收益4.3规模不变收益4.4无界收益4.5欧拉方程5. 5.1最优增长的单部门模型5.2“吃蛋糕”问题5.3线性效用下的最优增长5.4技术进步下的增长5.5树-5.6边做边学5.7人力资本积累5.8人力资本增长5.9凸成本投资5.10收益不变的投资5.11递归偏好5.12具有递归偏好的消费者理论5.13具有递归偏好的帕累托问题5.14（s，S）库存问题5.15连续时间的库存问题5.16需求未知的卖方5.17消费-储蓄问题6.确定性动力学6.1一维例子6.2全局稳定性：Liapounov函数6.3线性系统和线性近似6.4欧拉方程6.5应用III.第七章随机模型测度理论和积分7.1可测空间7.2测度7.3可测函数7.4积分7.5乘积空间7.6单调类引理
I. THE RECURSIVE APPROACH 1. Introduction 2. An Overview 2.1 A Deterministic Model of Optimal Growth 2.2 A Stochastic Model of Optimal Growth 2.3 Competitive Equilibrium Growth 2.4 Conclusions and Plans II. DETERMINISTIC MODELS 3. Mathematical Preliminaries 3.1 Metric Spaces and Normed Vector Spaces 3.2 The Contraction Mapping Theorem 3.3 The Theorem of the Maximum 4. Dynamic Programming under Certainty 4.1 The Principle of Optimality 4.2 Bounded Returns 4.3 Constant Returns to Scale 4.4 Unbounded Returns 4.5 Euler Equations 5. Applications of Dynamic Programming under Certainty 5.1 The One-Sector Model of Optimal Growth 5.2 A "Cake-Eating" Problem 5.3 Optimal Growth with Linear Utility 5.4 Growth with Technical Progress 5.5 A Tree-Cutting Problem 5.6 Learning by Doing 5.7 Human Capital Accumulation 5.8 Growth with Human Capital 5.9 Investment with Convex Costs 5.10 Investment with Constant Returns 5.11 Recursive Preferences 5.12 Theory of the Consumer with Recursive Preferences 5.13 A Pareto Problem with Recursive Preferences 5.14 An (s, S) Inventory Problem 5.15 The Inventory Problem in Continuous Time 5.16 A Seller with Unknown Demand 5.17 A Consumption-Savings Problem 6. Deterministic Dynamics 6.1 One-Dimensional Examples 6.2 Global Stability: Liapounov Functions 6.3 Linear Systems and Linear Approximations 6.4 Euler Equations 6.5 Applications III. STOCHASTIC MODELS 7. Measure Theory and Integration 7.1 Measurable Spaces 7.2 Measures 7.3 Measurable Functions 7.4 Integration 7.5 Product Spaces 7.6 The Monotone Class Lemma