Mathematical Tools for Economic Dynamics: Dynamic Optimization
We summarize some basic result in dynamic optimization and optimal control theory, focusing on some economic applications.
|Date of creation:||20 Nov 2012|
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- Carlier, Guillaume, 2001. "A general existence result for the principal-agent problem with adverse selection," Journal of Mathematical Economics, Elsevier, vol. 35(1), pages 129-150, February.
- Benveniste, L. M. & Scheinkman, J. A., 1982. "Duality theory for dynamic optimization models of economics: The continuous time case," Journal of Economic Theory, Elsevier, vol. 27(1), pages 1-19, June.
- J. v. Neumann, 1945. "A Model of General Economic Equilibrium," Review of Economic Studies, Oxford University Press, vol. 13(1), pages 1-9.
- Kurz,Heinz D. & Salvadori,Neri, 1997.
"Theory of Production,"
Cambridge University Press, number 9780521588676, December.
- Sergio T. Rebelo, 1990.
"Long Run Policy Analysis and Long Run Growth,"
NBER Working Papers
3325, National Bureau of Economic Research, Inc.
- Neri Salvadori, 1998. "A Linear Multisector Model of “Endogenous” Growth and the Problem of Capital," Metroeconomica, Wiley Blackwell, vol. 49(3), pages 319-335, October.
- Aghion, Philippe & Howitt, Peter, 1996. "Research and Development in the Growth Process," Journal of Economic Growth, Springer, vol. 1(1), pages 49-73, March.
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