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Optimization in economics and finance : some advances in non-linear, dynamic, multi-criteria and stochastic models

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Cover of 'Optimization in economics and finance : some advances in non-linear, dynamic, multi-criteria and stochastic models'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction : Optimal Models for Economics and Finance
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    Chapter 2 Mathematics of Optimal Control
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    Chapter 3 Computing Optimal Control : The SCOM package
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    Chapter 4 Computing Optimal Growth and Development Models
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    Chapter 5 Modelling Financial Investment with Growth
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    Chapter 6 Modelling Sustainable Development
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    Chapter 7 Modelling and Computing a Stochastic Growth Model
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    Chapter 8 Optimization in Welfare Economics
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    Chapter 9 Transversality Conditions for Infinite Horizon
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    Chapter 10 Conclusions
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syllabi
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