| 書目名稱 | Optimization in Economics and Finance |
| 副標(biāo)題 | Some Advances in Non |
| 編輯 | Bruce D. Craven,Sardar M. N. Islam |
| 視頻video | http://file.papertrans.cn/704/703248/703248.mp4 |
| 概述 | Some recent developments in the mathematics of optimization, including the concepts of invexity and quasimax, have not previously been applied to models of economic growth, and to finance and investme |
| 叢書名稱 | Dynamic Modeling and Econometrics in Economics and Finance |
| 圖書封面 |  |
| 描述 | .Many optimization questions arise in economics and finance; an important example of this is the society‘s choice of the optimum state of the economy (the social choice problem). Optimization in Economics and Finance extends and improves the usual optimization techniques, in a form that may be adopted for modeling social choice problems. Problems discussed include: when is an optimum reached; when is it unique; relaxation of the conventional convex (or concave) assumptions on an economic model; associated mathematical concepts such as invex and quasimax; multiobjective optimal control models; and related computational methods and programs. These techniques are applied to economic growth models (including small stochastic perturbations), finance and financial investment models (and the interaction between financial and production variables), modeling sustainability over long time horizons, boundary (transversality) conditions, and models with several conflicting objectives. Although the applications are general and illustrative, the models in this book provide examples of possible models for a society‘s social choice for an allocation that maximizes welfare and utilization of resour |
| 出版日期 | Book 2005 |
| 關(guān)鍵詞 | Decision; Finance; Investment; Making; Modelling; Paraplusig; Stochastic model; Stochastic models; economic |
| 版次 | 1 |
| doi | https://doi.org/10.1007/b105033 |
| isbn_softcover | 978-1-4419-3714-8 |
| isbn_ebook | 978-0-387-24280-4Series ISSN 1566-0419 Series E-ISSN 2363-8370 |
| issn_series | 1566-0419 |
| copyright | Springer-Verlag US 2005 |
|Archiver|手機版|小黑屋|
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