Optimization in economics and finance : some advances in non-linear, dynamic, multi-criteria and stochastic models /
Saved in:
| Author / Creator: | Craven, B. D. (Bruce Desmond) |
|---|---|
| Imprint: | Dordrecht ; Norwell, MA : Springer, 2005. |
| Description: | xi, 161 p. : ill. ; 25 cm. |
| Language: | English |
| Series: | Dynamic modeling and econometrics in economics and finance ; v. 7 |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/5785212 |
Table of Contents:
- Ch. 1. Introduction : optimal models for economics and finance
- Ch. 2. Mathematics of optimal control
- Ch. 3. Computing optimal control : the SCOM package
- Ch. 4. Computing optimal growth and development models
- Ch. 5. Modelling financial investment with growth
- Ch. 6. Modelling sustainable development
- Ch. 7. Modelling and computing a stochastic growth model
- Ch. 8. Optimization in welfare economics
- Ch. 9. Transversality conditions for infinite horizon models
- Ch. 10. Conclusions.
