Dynamic Optimization

By Nancy L. Schwartz, Morton Kamien, Morton I. Kamien

Subjects: Statics and dynamics (social sciences), Calculus of variations, Mathematical Economics, Mathematical optimization, MATHEMATICS / Applied, Control theory

Description: " An excellent financial research tool, this celebrated classic focuses on the methods of solving continuous time problems. The two-part treatment covers the calculus of variations and optimal control. In the decades since its initial publication, this text has defined dynamic optimization courses taught to economics and management science students. 1998 edition"--