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Sinossi
This volume presents some of the most important mathematical tools for studying economic models. It contains basic topics concerning linear differential equations and linear discrete-time systems; a sketch of the general theory of nonlinear systems and the stability of equilibria; an introduction to numerical methods for differential equations, and some applications to the solution of nonlinear equations and static optimization. The second part of the book discusses stabilization problems, including optimal stabilization, linear-quadratic optimization and other problems of dynamic optimization, including a proof of the Maximum Principle for general optimal control problems. All these mathematical subjects are illustrated with detailed discussions of economic models. Audience: This text is recommended as auxiliary material for undergraduate and graduate level MBA students, while at the same time it can also be used as a reference by specialists.
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Contenuti
Preface. About the Notations. Introduction.1. Linear and Affine Differential Equations. Equations with Separated Variables. 2. Linear Differential Equations with Constant Coefficients. 3. Linear Systems with Constant Coefficients. 4. General Theory of Nonlinear Systems. Stability. 5. Numerical Solution of Differential Equations. 6. Control Systems. Stabilization of Linear Systems. 7. Optimal Stabilization. 8. Linear-Quadratic Optimization on Finite Horizon. 9. Some Unconstrained Dynamic Optimization Problems. 10. General Problem of Optimal Control. References. Index.
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In t.lw fHll of !!)!)2, Professor Dr. M. Alt.ar, chairman of tIw newly established dppartnwnt or Managenwnt. wit.h Comput.er Science at thp Homanian -American Univprsity in Bucharest (a private univprsil.y), inl.roducod in t.he curriculum a course on DiffenHltial Equations and Optimal Cont.rol, asking lIS to teach such course. It was an inter8sting challengo, since for t.Iw first tim8 wo had to t8ach such mathemaLical course for st.udents with economic background and interosts. It was a natural idea to sl.m't by looking at pconomic models which were described by differpntial equations and for which problems in (pcision making dir! ariso. Since many or such models were r!escribed in discret.e timp, wp elecüled to elpvolop in parallel t.he theory of differential equations anel thaI, of discrete-timo systpms aur! also control theory in continuous and discrete time. Tlw jll'eSPlü book is t.he result of our tpaehing px!wripnce wit.h this courge. It is an enlargüd version of t.he actllal lectuf(~s where, depending on t.he background of tho St.lI(('Ilts, not all proofs could be given in detail. We would like to express our grat.itude to tlw Board of the Romanian - American University, personally 1.0 the Rector, Professor Dr. Ion Smedpscu, for support, encouragement and readinpss to accept advancnd ideas in tho curriculum. fhe authors express t.heir warmest thanks 1.0 Mrs. Monica Stan . Necula for tho oxcellent procC'ssing of t.he manuscript. 376 pp. Englisch. Codice articolo 9789048148882
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Preface. About the Notations. Introduction.1. Linear and Affine Differential Equations. Equations with Separated Variables. 2. Linear Differential Equations with Constant Coefficients. 3. Linear Systems with Constant Coefficients. 4. General Theory of N. Codice articolo 5818749
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Taschenbuch. Condizione: Neu. Differential Equations, Discrete Systems and Control | Economic Models | A. Halanay (u. a.) | Taschenbuch | Mathematical Modelling: Theory and Applications | xvi | Englisch | 2010 | Springer | EAN 9789048148882 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. Codice articolo 107174068
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