内容简介
Anexcellentfinancialresearchtool,thisclassicfocusesonthemethodsofsolvingcontinuoustimeproblems.Thetwo-parttreatmentcoverscloselyrelatedapproachestothecalculusofvariationsandoptimalcontrol.Inthetwodecadessinceitsinitialpublication,thetexthasdefineddynamicoptimizationforcoursesineconomicsandmanagementscience.
Simply,clearly,andsuccinctlywrittenchaptersintroducenewdevelopments,expounduponunderlyingtheories,andciteexamples.Exercisesextendthedevelopmentoftheories,provideworkingexamples,andindicatefurtherusesofthemethods.GearedtowardmanagementscienceandeconomicsPhDstudentsindynamicoptimizationcoursesaswellaseconomicsprofessionals,thisvolumerequiresafamiliaritywithmicroeconomicsandnonlinearprogramming.Extensiveappendicesprovideintroductionstocalculusoptimizationanddifferentialequations.
作者简介
MortonI.Kamien(1938–2011)helpedtobuildNorthwesternUniversity'sKelloggSchoolofBusiness,whereheservedasAssociateDeanforAcademicAffairsanddirectedtheHeizerCenterforEntrepreneurialStudiesfornearly20years.NancyL.SchwartzwastheMorrisonProfessorofDecisionSciences,wherein1970shewastheKelloggSchool'sfirstwomanfacultymemberappointedtoanendowedchair.ShechairedtheDepartmentofManagerialEconomicsandDecisionSciencesandservedasDirectoroftheschool'sdoctoralprogramuntilherdeathin1981.,,,