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Elements of dynamic optimization
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| Format: | Book |
| Language: | English |
| Published: |
Kolkata
Levant books
2012
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| Subjects: |
Table of Contents:
- Introduction The nature of dynamic optimization The calculus of variations The fundamental problem of calculus of variations Transversality conditions for variable end point problems Second order conditions Infinite planning horizon Constraint problems Optional control theory Optional control: the maximum principle More on optional control Infinite horizon problems Optional controls with constraints