Differential Equations, Discrete Systems and Control: Economic Models - Couverture souple

Halanay, A.; Samuel, J.

 
9789048148882: Differential Equations, Discrete Systems and Control: Economic Models

Synopsis

This volume presents some of the most important mathematical tools for studying economic models. It contains basic topics concerning linear differential equations and linear discrete-time systems; a sketch of the general theory of nonlinear systems and the stability of equilibria; an introduction to numerical methods for differential equations, and some applications to the solution of nonlinear equations and static optimization. The second part of the book discusses stabilization problems, including optimal stabilization, linear-quadratic optimization and other problems of dynamic optimization, including a proof of the Maximum Principle for general optimal control problems. All these mathematical subjects are illustrated with detailed discussions of economic models. Audience: This text is recommended as auxiliary material for undergraduate and graduate level MBA students, while at the same time it can also be used as a reference by specialists.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

This volume presents some of the most important mathematical tools for studying economic models. It contains basic topics concerning linear differential equations and linear discrete-time systems; a sketch of the general theory of nonlinear systems and the stability of equilibria; an introduction to numerical methods for differential equations, and some applications to the solution of nonlinear equations and static optimization. The second part of the book discusses stabilization problems, including optimal stabilization, linear-quadratic optimization and other problems of dynamic optimization, including a proof of the Maximum Principle for general optimal control problems. All these mathematical subjects are illustrated with detailed discussions of economic models. Audience: This text is recommended as auxiliary material for undergraduate and graduate level MBA students, while at the same time it can also be used as a reference by specialists.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Autres éditions populaires du même titre

9780792346753: Differential Equations, Discrete Systems and Control: Economic Models

Edition présentée

ISBN 10 :  0792346750 ISBN 13 :  9780792346753
Editeur : Kluwer Academic Publishers, 1997
Couverture rigide