Elements of Dynamic Optimization by Alpha C. Chiang pdf - Elements of Dynamic Optimization by Alpha C. Chiang link
Download link:
.
.
.
.
Elements of Dynamic Optimization by Alpha C. Chiang is a comprehensive textbook that provides a detailed introduction to the theory and techniques of dynamic optimization. The book covers a wide range of topics, including dynamic programming, optimal control theory, and dynamic economic models. It is designed for students and researchers in economics, finance, engineering, and other fields who are interested in learning how to apply optimization methods to analyze dynamic systems. The text is divided into six parts, each focusing on a different aspect of dynamic optimization. Part one introduces the basic concepts and tools of dynamic optimization, such as the Bellman equation and the Hamiltonian function. Part two covers dynamic programming, including the principle of optimality and the value function iteration method. Part three discusses optimal control theory, including the Pontryagin maximum principle and the Hamilton-Jacobi-Bellman equation. Part four explores dynamic economic models, such as the neoclassical growth model and the overlapping generations model. Part five covers stochastic dynamic programming and dynamic games, while part six examines applications of dynamic optimization in various fields, such as finance, engineering, and environmental economics. Overall, Elements of Dynamic Optimization provides a rigorous yet accessible introduction to the theory and applications of dynamic optimization, making it a valuable resource for students and researchers in a variety of disciplines.
- Seguidores
- 0
- Conjuntos de datos
- 0
- Cambios
- 0
- Nombre de usuario
- denmarisgui1984
- Miembro Desde
- Enero 20, 2025
- Estado
- active
