Book contents
- Frontmatter
- Contents
- Preface
- 1 Static optimization
- 2 Ordinary differential equations
- 3 Introduction to dynamic optimization
- 4 The maximum principle
- 5 The calculus of variations and dynamic programming
- 6 The general constrained control problem
- 7 Endpoint constraints and transversality conditions
- 8 Discontinuities in the optimal controls
- 9 Infinite-horizon problems
- 10 Three special topics
- Bibliography
- Index
3 - Introduction to dynamic optimization
Published online by Cambridge University Press: 05 June 2012
- Frontmatter
- Contents
- Preface
- 1 Static optimization
- 2 Ordinary differential equations
- 3 Introduction to dynamic optimization
- 4 The maximum principle
- 5 The calculus of variations and dynamic programming
- 6 The general constrained control problem
- 7 Endpoint constraints and transversality conditions
- 8 Discontinuities in the optimal controls
- 9 Infinite-horizon problems
- 10 Three special topics
- Bibliography
- Index
Summary
- Type
- Chapter
- Information
- Optimal Control Theory and Static Optimization in Economics , pp. 117 - 126Publisher: Cambridge University PressPrint publication year: 1992
- 1
- Cited by