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Chiang, Alpha C.

Elements of Dynamic Optimization / Alpha C Chiang - Kolkota :Levant Publication 2012 - xiii, 327 pages 24cm.

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.

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.

ISBN: 9789380663371

Publisher. No.: Variety Books Publishers & Distributors :B-10 Street No 2 West Vinod Nagar Delhi 110092

Subjects--Topical Terms:
Economics
Economics, Mathematical.
Optimisation mathématique.
Dynamische Optimierung
Optimaliseren.
Dynamische Optimierung
Economics -- Statistical mathematics
Optimaliseren.

Dewey Class. No.: 330.0151 CHI