Elements of dynamic optimization
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書誌事項
Elements of dynamic optimization
McGraw-Hill, c1992
- : hardback
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注記
Description based on 3rd printing, 1993
Continues: Fundamental methods of mathematical economics
Includes index
内容説明・目次
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.
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