Elements of dynamic optimization
Chiang, Alpha C.
Elements of dynamic optimization - xiii, 327 p. 24 cm.
1. The nature of dynamic optimization - 2. The fundamental problem of the calculus of variations - 3. Transversality conditions for variable-endpoint problems - 4. Second-order conditions - 5. Infinite planning horizon - 6. Constrained problems - 7. Optimal control: the maximun principle - 8. More on optimal control - 9. Infinite-horizon problems - 10. Optimal control with constraints
978-1-57766-096-5
519.86 Teoría de modelos económico-matemáticos
Elements of dynamic optimization - xiii, 327 p. 24 cm.
1. The nature of dynamic optimization - 2. The fundamental problem of the calculus of variations - 3. Transversality conditions for variable-endpoint problems - 4. Second-order conditions - 5. Infinite planning horizon - 6. Constrained problems - 7. Optimal control: the maximun principle - 8. More on optimal control - 9. Infinite-horizon problems - 10. Optimal control with constraints
978-1-57766-096-5
519.86 Teoría de modelos económico-matemáticos