Dynamic Optimization - Morton I. Kamien

Dynamic Optimization

Morton I. Kamien

出版时间

1991-10-25

ISBN

9780444016096

评分

★★★★★
书籍介绍

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The long awaited second edition of Dynamic Optimization is now available. Clear exposition and numerous worked examples made the first edition the premier text on this subject. Now, the new edition is expanded and updated to include essential coverage of current developments on differential games, especially as they apply to important economic questions; new developments in comparative dynamics; and new material on optimal control with integral state equations. The second edition of Dynamic Optimization provides expert coverage on:- methods of calculus of variations - optimal control - continuous dynamic programming - stochastic optimal control -differential games. The authors also include appendices on static optimization and on differential games. Now in its new updated and expanded edition, Dynamic Optimization is, more than ever, the optimum choice for graduate and advanced undergraduate courses in economics, mathematical methods in economics and dynamic optimization, management science, mathematics and engineering. New features of Dynamic Optimization will show students:advances in how to do comparative dynamics; how to optimally switch from one state equation to another during the planning period; how to take into account the history of the system governing an optimization problem through the use of an integral state equation; and how to apply differential games to problems in economics and management sciences.

用户评论
艹 自闭了
这本书的结构很清晰,编写的也是循序渐进有条理。
同上,也是教材,这本书还是逻辑比较清晰的——意思就是能看懂。
书的编排好过国内各路教材,没有student manual差评
经管类的数学工具教材里, 很少有比这本写的更好的了, 用不上多久就能学完一半内容, 容易懂, 而且懂了就不大会忘.
还行
真的是认真学能看懂的教材(虽然我也没掌握23333)【谢谢康老师教我一学期
好难
入门还行,面对现在及未来连续时间随机优化的趋势,还是太简单,如果不是励志研究动态规划,用太多时间投入不太值,不如看acemoglu introduction to modern economic growth几章介绍的清楚
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