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1、SolutionsManualforRecursiveMethodsinEconomicDynamicsSolutionsManualforRecursiveMethodsinEconomicDynamicsClaudioIrigoyenEstebanRossi-HansbergMarkL.J.WrightHarvardUniversityPressCambridge,Massachusetts,andLondon,England2002Copyright°c2002bythePresidentandFellowsofHarvardCollegeAllrightsreserve
2、dPrintedintheUnitedStatesofAmericaLibraryofCongressCataloging-in-PublicationDataToMarta,Santiago,andFederico—CIToMariaJose—ERHToChristine—MLJWContents1Introduction12AnOverview33MathematicalPreliminaries204DynamicProgrammingunderCertainty435ApplicationsofDynamicProgrammingunderCertainty566Det
3、erministicDynamics857MeasureTheoryandIntegration1028MarkovProcesses1379StochasticDynamicProgramming15410ApplicationsofStochasticDynamicProgramming17911StrongConvergenceofMarkovProcesses19912WeakConvergenceofMarkovProcesses20813ApplicationsofConvergenceResultsforMarkovProcesses22314LawsofLarg
4、eNumbers24615ParetoOptimaandCompetitiveEquilibria252vivii16ApplicationsofEquilibriumTheory26617Fixed-PointArguments28418EquilibriainSystemswithDistortions298ForewordOvertheyearswehavereceivedmanyrequestsforananswerbookfortheexercisesinRecursiveMethodsinEconomicDynamics.Theserequestshavecomen
5、otfromineptteachersorlazystudents,butfromseriousreaderswhohavewantedtomakesuretheirtimewasbeingwellspent.ForastudenttryingtomasterthematerialinRecursiveMethods,theexercisesarecritical,andsomeofthemarequitehard.Thusitisusefulforthereadertobereassuredalongthewaythatheorsheisontherighttrack,and
6、tohavemisconceptionscorrectedquicklywhentheyoccur.Inaddition,someoftheproblemsneedmorespecificguidelinesorsharperformulations,andafew(nottoomany,weliketothink)containerrors—commandstoproveassertionsthat,underthestatedassumptions,arejustnottrue.Consequently,whenthreeofourbestgraduatestudentspr
7、oposedtowriteaSolutionsManual,weweredelighted.Whilewefirmlybelieveinthevalueofworkingoutproblemsforoneself,inlearningbydoing,itisclearthatthepresentbookwillbeaninvaluableaidforstudentsengagedinthisenterprise.TheexercisesinRecursiveMethodsareoftwotyp
