书目

Dynamic Optimization, 2nd Edition

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.,,,

丛书

Dover Books on Mathematics

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