Optimal control theory and static optimization in economics
Leonard, Daniel
Optimal control theory and static optimization in economics - x, 353 p. 23 cm.
1. Static optimization - 2. Ordinary differential equations - 3. Introduction to dynamic optimization - 4. The maximum principle - 5. The calculus of variations and dynamic programming - 6. The general constrained control problem - 7. Endpoint constraints and transversality conditions - 8. Discontinuities in the optimal controls - 9. Infinite-horizon problems - 10. Three special topics
978-0-521-33158-6
519.86 Teoría de modelos económico-matemáticos
Optimal control theory and static optimization in economics - x, 353 p. 23 cm.
1. Static optimization - 2. Ordinary differential equations - 3. Introduction to dynamic optimization - 4. The maximum principle - 5. The calculus of variations and dynamic programming - 6. The general constrained control problem - 7. Endpoint constraints and transversality conditions - 8. Discontinuities in the optimal controls - 9. Infinite-horizon problems - 10. Three special topics
978-0-521-33158-6
519.86 Teoría de modelos económico-matemáticos