Elements of dynamic optimization
著者
書誌事項
Elements of dynamic optimization
McGraw-Hill, 1992
- : hard
- : pbk
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注記
Includes index
内容説明・目次
- 巻冊次
-
: hard ISBN 9780070109117
内容説明
Designed to be used with Chiang's "Fundamental Methods of Mathematical Economics", or independently at advanced undergraduate or graduate level, this text presents an in-depth exploration of dynamic optimization in economics.
目次
- Part 1 Introduction: the nature of dynamic optimization. Part 2 Calculus of variations: the fundamental problem of calculus of variations
- transversality conditions for variable end-point problems
- second-order conditions
- infinite planning horizon
- constrained problems. Part 3 Optimal control theory: optimal control - the maximum principle
- more on optimal control
- infinite-horizon problems
- optimal control with constraints.
- 巻冊次
-
: pbk ISBN 9780071125680
内容説明
This is an in-depth exploration of dynamic optimization in economics, written by the author of the best-selling "Fundamental Methods Of Mathematical Economics". It can be used in sequence with "Fundamental Methods", or independently, at the advanced undergraduate or a beginning graduate level. It is written at the same analytical level, with the same care, as the other Chiang text.
目次
PART ONE: INTRODUCTION: 1. The Nature of Dynamic Optimization. PART TWO: CALCULUS OF VARIATIONS: 2. The Fundamental Problem of Calculus of Variations. 3. Transversality Conditions for Variable-Endpoint Problems. 4. Second-Order Conditions. 5. Infinite Planning Horizon.6. Constrained Problems. PART THREE: OPTIMAL CONTROL THEORY: 7. Optimal Control. 8. More on Optimal Control. 9. Infinite-Horizon Problems. 10. Optimal Control with Constraints.
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