Optimization in economics and finance : some advances in non-linear, dynamic, multi-criteria and stochastic models
Author(s)
Bibliographic Information
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
Available at 27 libraries
Note
Includes bibliographical references (p. [149]-158) and index
Description and Table of Contents
Description
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.
Table of Contents
: 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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