各位高手，先求教一个问题，我在看到的一个computational procedure 中，他的方法如下：

1. Choose a grid for asset holdings a.
2. Guess the steady state interest rate, r, and the prices
3. Using the first-order conditions, solve for the optimal portfolio choices at
each grid point of a and for each s, by iterating on the policy rules. The
solutions at each grid point are joined with piece-wise linear functions.
4. Find the steady state distribution of agents using the decision rules and
compute the clearing conditions for the risky and riskless assets.
5. Update the guesses for the interest rate and the prices of the productive
asset (step 2) until the market clearing conditions are satisfied.

具体的步骤请参考文章的第46页，附录D。2中