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.
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Verlagsgruppe
McGraw-Hill Education - Europe
Zielgruppe
Für höhere Schule und Studium
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ISBN-13
978-0-07-010911-7 (9780070109117)
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Autor*in
University of Connecticut, USA
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.
