Optimal control theory and static optimization in economics /
Leonard, Daniel.
Optimal control theory and static optimization in economics / Daniel Leonard, Ngo Van Long. - New York, NY : Cambridge : Cambridge University Press, 1992. - x, 353 páginas : ilustraciones, gráficas a blanco y negro ; 23 cm.
Preface, ix -- 1. Static optimization, 1 -- 2. Ordinary differential equations, 87 -- 3. Introduction to dynamic optimization, 117 -- 4. The maximum principle, 127 -- 5. The calculus of variations and dynamic programming, 169 -- 6. The general constrained control problem, 187 -- 7. Endpoint constraints and transversality conditions, 221 -- 8. Discontinuities in the optimal controls, 263 -- 9. Infinite-horizon problems, 285 -- 10. Three special topics, 307 -- Bibliography, 345 -- Index, 351.
Teoría económica.
Política económica.
HB 143 .7 / .L46 1992
Optimal control theory and static optimization in economics / Daniel Leonard, Ngo Van Long. - New York, NY : Cambridge : Cambridge University Press, 1992. - x, 353 páginas : ilustraciones, gráficas a blanco y negro ; 23 cm.
Preface, ix -- 1. Static optimization, 1 -- 2. Ordinary differential equations, 87 -- 3. Introduction to dynamic optimization, 117 -- 4. The maximum principle, 127 -- 5. The calculus of variations and dynamic programming, 169 -- 6. The general constrained control problem, 187 -- 7. Endpoint constraints and transversality conditions, 221 -- 8. Discontinuities in the optimal controls, 263 -- 9. Infinite-horizon problems, 285 -- 10. Three special topics, 307 -- Bibliography, 345 -- Index, 351.
Teoría económica.
Política económica.
HB 143 .7 / .L46 1992