Elements of dynamic optimization
Chiang, Alpha C.
Elements of dynamic optimization Alpha C. Chiang - Kolkata Levant Books 2012 - xiii; 327 P.B
Part 1 Introduction
1. The Nature of Dynamic Optimization
Part 2 The Calculus of Variations
2. The Fundamentals Problem of the Calculus of Variations
3. Transversality Conditions for Variable-Endpoint Problems
4. Second-Order Conditions
5. Infinite Planning Horizon
6. Constrained Problems
Part 3 Optimal Control Theory
7. Optimal Control : The Maximum Principle
8. More on Optimal Control
9. Infinite-Horizon Problems
10. Optimal Control with Constraints
Answer to Selected Exercise Problems
Index
9789380663371 795
MATHEMATICAL OPTIMIZATION
ECONOMICS
330.0151 CHI(ELE)
Elements of dynamic optimization Alpha C. Chiang - Kolkata Levant Books 2012 - xiii; 327 P.B
Part 1 Introduction
1. The Nature of Dynamic Optimization
Part 2 The Calculus of Variations
2. The Fundamentals Problem of the Calculus of Variations
3. Transversality Conditions for Variable-Endpoint Problems
4. Second-Order Conditions
5. Infinite Planning Horizon
6. Constrained Problems
Part 3 Optimal Control Theory
7. Optimal Control : The Maximum Principle
8. More on Optimal Control
9. Infinite-Horizon Problems
10. Optimal Control with Constraints
Answer to Selected Exercise Problems
Index
9789380663371 795
MATHEMATICAL OPTIMIZATION
ECONOMICS
330.0151 CHI(ELE)