Dynamic Optimization pdf epub mobi txt 电子书下载 2025

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出版者:Elsevier Science

作者:Morton I. Kamien

出品人:

页数:396

译者:

出版时间:1991-10-25

价格:USD 130.00

装帧:Hardcover

isbn号码:9780444016096

丛书系列:Advanced Textbooks in Economics

图书标签:

经济学
动态最优化
Optimization
数学
经济数学方法
教材
经济
最优化

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The long awaited second edition of Dynamic Optimization is now available. Clear exposition and numerous worked examples made the first edition the premier text on this subject. Now, the new edition is expanded and updated to include essential coverage of current developments on differential games, especially as they apply to important economic questions; new developments in comparative dynamics; and new material on optimal control with integral state equations. The second edition of Dynamic Optimization provides expert coverage on:- methods of calculus of variations - optimal control - continuous dynamic programming - stochastic optimal control -differential games. The authors also include appendices on static optimization and on differential games. Now in its new updated and expanded edition, Dynamic Optimization is, more than ever, the optimum choice for graduate and advanced undergraduate courses in economics, mathematical methods in economics and dynamic optimization, management science, mathematics and engineering. New features of Dynamic Optimization will show students:advances in how to do comparative dynamics; how to optimally switch from one state equation to another during the planning period; how to take into account the history of the system governing an optimization problem through the use of an integral state equation; and how to apply differential games to problems in economics and management sciences.