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Foundations of dynamic economic analysis : optimal control theory and applications

Foundations of dynamic economic analysis : optimal control theory and applications (11회 대출)

자료유형
단행본
개인저자
Caputo, Michael Ralph.
서명 / 저자사항
Foundations of dynamic economic analysis : optimal control theory and applications / Michael R. Caputo.
발행사항
Cambridge, UK ;   New York :   Cambridge University Press,   2005.  
형태사항
xii, 579 p. : ill. ; 25 cm.
ISBN
0521842727 0521603684 (pbk.)
서지주기
Includes bibliographical references and index.
일반주제명
Economics -- Mathematical models. Control theory. Mathematical optimization.
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020 ▼a 0521603684 (pbk.)
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100 1 ▼a Caputo, Michael Ralph.
245 1 0 ▼a Foundations of dynamic economic analysis : ▼b optimal control theory and applications / ▼c Michael R. Caputo.
260 ▼a Cambridge, UK ; ▼a New York : ▼b Cambridge University Press, ▼c 2005.
300 ▼a xii, 579 p. : ▼b ill. ; ▼c 25 cm.
504 ▼a Includes bibliographical references and index.
650 0 ▼a Economics ▼x Mathematical models.
650 0 ▼a Control theory.
650 0 ▼a Mathematical optimization.

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
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No. 2 소장처 세종학술정보원/사회과학실/ 청구기호 330.015156 C255f 등록번호 151187412 도서상태 대출가능 반납예정일 예약 서비스 M
No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 중앙도서관/서고6층/ 청구기호 330.015156 C255f 등록번호 111334529 도서상태 대출가능 반납예정일 예약 서비스 B M
No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 세종학술정보원/사회과학실/ 청구기호 330.015156 C255f 등록번호 151187412 도서상태 대출가능 반납예정일 예약 서비스 M

컨텐츠정보

목차

1. Essential elements of continuous time dynamic optimization; 2. Necessary conditions for a simplified control problem; 3. Concavity and sufficiency in optimal control problems; 4. The maximum principle and economic interpretations; 5. Linear optimal control problems; 6. Necessary and sufficient conditions for a general class of control problems; 7. Necessary and sufficient conditions for isoperimetric problems; 8. Economic characterization of reciprocal isoperimetric problems; 9. The dynamic envelope theorem and economic interpretations; 10. The dynamic envelope theorem and transversality conditions; 11. Comparative dynamics via envelope methods; 12. Discounting, current values, and time consistency; 13. Local stability and phase portraits of autonomous differential equations; 14. Necessary and sufficient conditions for infinite horizon control problems; 15. The neoclassical optimal economic growth model; 16. A dynamic limit pricing model of the firm; 17. The adjustment cost model of the firm; 18. Qualitative properties of infinite horizon optimal control problems with one state variable and one control variable; 19. Dynamic programming and the Hamilton-Jacobi-Bellman equation; 20. Intertemporal duality in the adjustment cost model of the firm.


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