Elements of dynamic optimization

書誌事項

Elements of dynamic optimization

Alpha C. Chiang

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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