£76.38

Springer Optimization in Economics and Finance: Some Advances in Non-Linear, Dynamic, Multi-Criteria and Stochastic Models: 7 (Dynamic Modeling and Econometrics in Economics and Finance, 7)

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Description

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.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
05 January 2011
Listed Since
06 July 2010

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