Optimization in Economics and Finance: Some Advances in Non-Linear, Dynamic, Multi-Criteria and Stochastic Models / Edition 1

Optimization in Economics and Finance: Some Advances in Non-Linear, Dynamic, Multi-Criteria and Stochastic Models / Edition 1

by Bruce D. Craven, Sardar M. N. Islam, B. D. Craven
     
 

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ISBN-10: 0387242791

ISBN-13: 9780387242798

Pub. Date:

Publisher: Springer US

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.

Overview

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.

Product Details

ISBN-13:
9780387242798
Publisher:
Springer US
Series:
Dynamic Modeling and Econometrics in Economics and Finance Series, #7
Edition description:
2005
Pages:
161
Product dimensions:
6.10(w) x 9.25(h) x 0.02(d)

Table of Contents

: 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 Shastic Growth Model.- Optimization in Welfare Economics.- Transversality Conditions for Infinite Horizon.- Conclusions.

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