This textbook is designed to make the difficult subject of optimal control theory accessible to economists while maintaining rigour.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
This textbook is designed to make the difficult subject of optimal control theory accessible to economists while maintaining rigour.
1. Static optimization; 2. Ordinary differential equations; 3. Introduction to dynamic optimization; 4. The Maximum principle; 5. Connections with the calculus of variations and dynamic programming; 6. The constrained control problem; 7. Endpoint constraints and transversality conditions; 8. Discontinuities in the optimal controls; 9. Infinity horizon problems; 10. Three special topics.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
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