Differential Equations, Discrete Systems and Control: Economic Models (Mathematical Modelling: Theory and Applications)

Differential Equations, Discrete Systems and Control: Economic Models (Mathematical Modelling: Theory and Applications) by - epub pdf fb2

Title: Differential Equations, Discrete Systems and Control: Economic Models (Mathematical Modelling: Theory and Applications)
Author: -
ISBN10: 0792346750
ISBN13: 978-0792346753
Publisher: Springer; 1997 edition (August 31, 1997)
Language: English
Subcategory: Mathematics
Size PDF: 1338 kb
Size Fb2: 1679 kb
Rating: 4.2/5
Votes: 270
Pages: 360 pages
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Differential Equations, Discrete Systems and Control: Economic Models (Mathematical Modelling: Theory and Applications) by -


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This volume presents some of the most important mathematical tools for studying economic models. It contains basic topics concerning linear differential equations and linear discrete-time systems; a sketch of the general theory of nonlinear systems and the stability of equilibria; an introduction to numerical methods for differential equations, and some applications to the solution of nonlinear equations and static optimization. The second part of the book discusses stabilization problems, including optimal stabilization, linear-quadratic optimization and other problems of dynamic optimization, including a proof of the Maximum Principle for general optimal control problems. All these mathematical subjects are illustrated with detailed discussions of economic models. Audience: This text is recommended as auxiliary material for undergraduate and graduate level MBA students, while at the same time it can also be used as a reference by specialists.