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  • Search: subject:"Lagrange-Methode"
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Year of publication
Subject
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Theorie 4 Theory 4 Mathematical programming 3 Mathematische Optimierung 3 Dynamische Optimierung 2 Dynamische Wirtschaftstheorie 2 Dynamisches Modell 2 Economic dynamics 2 Lagrange-Methode 2 Lagrange-Variationsprinzip 2 Wirtschaftsentwicklung 2 Control theory 1 Dynamik 1 Hamilton-Jacobi-Bellman equation 1 Institutional investor 1 Institutioneller Investor 1 Kontrolltheorie 1 Lagrange-Multiplikator 1 Portfolio selection 1 Portfolio-Management 1 Wirtschaftstheorie 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 3 Article 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Lehrbuch 1 Non-commercial literature 1 Textbook 1 Working Paper 1
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Language
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English 4
Author
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Chow, Gregory C. 2 Bai, Lihua 1 Brinkhuis, Jan 1 Protasov, Vladimir 1 Zhang, Huayue 1
Published in...
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Econometric Institute research papers 1 Mathematical methods of operations research 1
Source
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ECONIS (ZBW) 4
Showing 1 - 4 of 4
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The Lagrange multiplier rule revisited
Brinkhuis, Jan (contributor); Protasov, Vladimir (contributor) - 2008
Persistent link: https://www.econbiz.de/10003754263
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Dynamic mean-variance problem with constrained risk control for the insurers
Bai, Lihua; Zhang, Huayue - In: Mathematical methods of operations research 68 (2008) 1, pp. 181-205
Persistent link: https://www.econbiz.de/10003748393
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Dynamic economics : optimization by the Lagrange Method
Chow, Gregory C. - 1997
Persistent link: https://www.econbiz.de/10000954723
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Dynamic economics : optimization by the Lagrange Method
Chow, Gregory C. - 1997
Gregory C. Chow, father of the Chow Test of stability of economic relations and a major contributor to econometrics and economics, here provides a unified and simple treatment of dynamic economics. Using dynamic optimization as his main theme, Chow introduces the Lagrange method as a more...
Persistent link: https://www.econbiz.de/10012685734
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