Ljungqvist, Lars; Sargent, Thomas J. - 2004 - 2. ed.
Intro -- Contents -- Acknowledgements -- Preface to the second edition -- Part I: The imperialism of recursive methods -- 1. Overview -- Part II: Tools -- 2. Time Series -- 3. Dynamic Programming -- 4. Practical Dynamic Programming -- 5. Linear Quadratic Dynamic Programming -- 6. Search,...
