Optimizacion dinamica restringida en economia: metodos matematicos e implementacion en el general algebraic modeling system

The paper presents mathematical methods of deterministic optimal control in continuous time and stochastic dynamic programming in discrete time, and computational techniques for their implementation in the General Algebraic Modeling System (GAMS). The methods and their computational implementations are exemplified with intertemporal models of economic growth.

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Alternative title:	Dynamic optimizacion in economics: mathematical methods and implementation in the general algebraic modeling system
Year of publication:	2002-07
Authors:	Mercado, P. Ruben
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	dynamic optimization \| optimal control \| dynamic programming \| GAMS

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C6 - Mathematical Methods and Programming
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011110422