Dynamic Optimization

An excellent financial research tool, this celebrated classic focuses on the methods of solving continuous time problems. The two-part treatment covers the calculus of variations and optimal control. In the decades since its initial publication, this text has defined dynamic optimization courses tau [...]
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An excellent financial research tool, this celebrated classic focuses on the methods of solving continuous time problems. The two-part treatment covers the calculus of variations and optimal control. In the decades since its initial publication, this text has defined dynamic optimization courses taught to economics and management science students. 1991 edition.