Optimization in Economics and Finance
Craven, Bruce D., Islam, Sardar M. N.
Produktnummer:
186fea0a9236d641ff86a8dcc21630c0f2
| Autor: | Craven, Bruce D. Islam, Sardar M. N. |
|---|---|
| Themengebiete: | Decision Finance Investment Making Modelling Paraplusig Stochastic model Stochastic models economic growth growth |
| Veröffentlichungsdatum: | 31.12.1899 |
| EAN: | 9780387242798 |
| Sprache: | Englisch |
| Seitenzahl: | 161 |
| Produktart: | Gebunden |
| Verlag: | Springer US |
| Untertitel: | Some Advances in Non-Linear, Dynamic, Multi-Criteria and Stochastic Models |
Produktinformationen "Optimization in Economics and Finance"
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.
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