Optimization in Economics and Finance
Some Advances in Non-Linear, Dynamic, Multi-Criteria and Stochastic Models
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ISBN-13:
9781441937148
Veröffentl:
2011
Erscheinungsdatum:
05.01.2011
Seiten:
161
Autor:
Bruce D Craven
Gewicht:
254 g
Format:
234x156x10 mm
Sprache:
Englisch
Beschreibung:
Some recent developments in the mathematics of optimization, including the concepts of invexity and quasimax, have not yet been applied to models of economic growth, and to finance and investment. Their applications to these areas are shown in this book.
Some recent developments in the mathematics of optimization, including the concepts of invexity and quasimax, have not previously been applied to models of economic growth, and to finance and investment. Their applications to these areas are shown in this book. Results are presented concerning when an optimal control model has a unique optimum, what happens when the usual convexity assumptions are weakened or absent, and stability to small disturbances of the model or its parameters. The book introduces a new computational package called SCOM, for solving optimal control problems on MATLAB.
: Optimal Models for Economics and Finance.- Mathematics of Optimal Control.- Computing Optimal Control : The SCOM package.- Computing Optimal Growth and Development Models.- Modelling Financial Investment with Growth.- Modelling Sustainable Development.- Modelling and Computing a Stochastic Growth Model.- Optimization in Welfare Economics.- Transversality Conditions for Infinite Horizon.- Conclusions.
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