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


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MATHEMATICAL OPTIMIZATION
ECONOMICS

330.0151 CHI(ELE)