Optimization in economics and finance : some advances in non-linear, dynamic, multi-criteria and stochastic models
著者
書誌事項
Optimization in economics and finance : some advances in non-linear, dynamic, multi-criteria and stochastic models
（Dynamic modeling and econometrics in economics and finance / series editors, Stefan Mittnik, Willi Semmler, v. 7）
Springer, c2005
- : hbk
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注記
Includes bibliographical references (p. [149]-158) and index
内容説明・目次
内容説明
Some recent developments in the mathematics of optimization, including the concepts of invexity and quasimax, have not yet been applied to models of economic growth, and to finance and investment. Their applications to these areas are shown in this book.
目次
: Optimal Models for Economics and Finance.- Mathematics of Optimal Control.- Computing Optimal Control : The SCOM package.- Computing Optimal Growth and Development Models.- Modelling Financial Investment with Growth.- Modelling Sustainable Development.- Modelling and Computing a Stochastic Growth Model.- Optimization in Welfare Economics.- Transversality Conditions for Infinite Horizon.- Conclusions.
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