Elements of dynamic optimization
著者
書誌事項
Elements of dynamic optimization
McGraw-Hill, c1992
- : hardback
並立書誌 全1件
大学図書館所蔵 全1件
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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