Elements of Dynamic Optimization

Title: Elements of Dynamic Optimization
Author: Alpha C. Chiang
ISBN: 007112568X / 9780071125680
Format: Soft Cover
Pages: 352
Publisher: McGraw-Hill
Year: 1992
Availability: Out of Stock

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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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Preface

Chapter 1: The Nature of Dynamic Optimization
Chapter 2: The Fundamental Problem of The Calculus of Variations
Chapter 3: Transversality Conditions for Variable-Endpoint Problems
Chapter 4: Second-Order Conditions
Chapter 5: Infinite Planning Horizon
Chapter 6: Constrained Problems
Chapter 7: Optimal Control: The Maximum Principle
Chapter 8: More on Optimal Control
Chapter 9: Infinite-Horizon Problems
Chapter 10: Optimal Control With Constraints

Index