Elements of dynamic optimization

by Chiang, Alpha C.

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Title Statements

Full title :Elements of dynamic optimization / Alpha C. Chiang.

Edition Statements

Publication Date:2000.

Publication Statements

Publisher(s):Waveland Press
Place of Publication:Prospect Heights
Language:eng
Publication Date:2000.

Notes

Continues: Fundamental methods of mathematical economics.

The Physical Object

Description:xiii, 327 pages : : illustrations ; : 25 cm

Edition Identifiers

ISBN:157766096X, 9781577660965
oclc:ocm43991041
LC Classification:HB74.M3
Dewey Decimal:330.0151

Pt. I. Introduction. 1. The nature of dynamic optimization -- pt. II. The Calculus of variations. 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 -- pt. III. Optimal control theory. 7. Optimal control: the maximum principle. 8. More on optimal control. 9. Infinite-horizon problems. 10. Optimal control with constraints.

Subjects

Dynamische Optimierung Economics, Mathematical Mathematical optimization Mathématique économique Mathématiques économiques Optimisation mathématique Otimização matemática