Amazon cover image
Image from Amazon.com
Image from Google Jackets

Mathematical optimization and economic theory Michael D. Intriligator.

By: Contributor(s): Material type: TextTextSeries: Classics in applied mathematics ; 39.Publication details: New Delhi PHI Learning Private Limited 2013Description: xix, 508 p. illISBN:
  • 9788120346840
Subject(s): Additional physical formats: Print version:: No titleDDC classification:
  • 330.015 21 INT
Online resources:
Contents:
Introduction. Economizing and the economy -- Static optimization. The mathematical programming problem -- Classical programming -- Nonlinear programming -- Linear programming -- Game theory -- Applications of static optimization. Theory of the household -- Theory of the firm -- General equilibrium -- Welfare economics -- Dynamic optimization. The control problem -- Calculus of variations -- Dynamic programming -- Maximum principle -- Differential games -- Applications of dynamic optimization. Optimal economic growth -- Appendix A: Analysis -- Appendix B: Matrices.
Abstract: Mathematical Optimization and Economic Theory provides a self-contained introduction to and survey of mathematical programming and control techniques and their applications to static and dynamic problems in economics, respectively. It is distinctive in showing the unity of the various approaches to solving problems of constrained optimization that all stem back directly or indirectly to the method of Lagrange multipliers. In the 30 years since its initial publication, there have been many more applications of these mathematical techniques in economics, as well as some advances in the mathematics of programming and control. Nevertheless, the basic techniques remain the same today as when the book was originally published. Thus, it continues to be useful not only to its original audience of advanced undergraduate and graduate students in economics, but also to mathematicians and other researchers interested in learning about the applications of the mathematics of optimization to economics. The book covers in some depth both static programming problems and dynamic control problems of optimization and the techniques of their solution. It also clearly presents many applications of these techniques to economics, and it shows why optimization is important for economics. Audience: mathematicians and other researchers who are interested in learning about the applications of mathematical optimization in economics, as well as students at the advanced undergraduate and beginning graduate level. A basic knowledge of analysis and matrix algebra is recommended. Two appendices summarize the necessary mathematics.
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Collection Call number Status Date due Barcode
Book Bank Book Bank CUTN Central Library Book Bank Non-fiction 330.015 INT (Browse shelf(Opens below)) Available 26800

Originally published: Englewood Cliffs, N.J. : Prentice-Hall, 1971.

Introduction. Economizing and the economy -- Static optimization. The mathematical programming problem -- Classical programming -- Nonlinear programming -- Linear programming -- Game theory -- Applications of static optimization. Theory of the household -- Theory of the firm -- General equilibrium -- Welfare economics -- Dynamic optimization. The control problem -- Calculus of variations -- Dynamic programming -- Maximum principle -- Differential games -- Applications of dynamic optimization. Optimal economic growth -- Appendix A: Analysis -- Appendix B: Matrices.

Includes bibliographical references and index.

Mathematical Optimization and Economic Theory provides a self-contained introduction to and survey of mathematical programming and control techniques and their applications to static and dynamic problems in economics, respectively. It is distinctive in showing the unity of the various approaches to solving problems of constrained optimization that all stem back directly or indirectly to the method of Lagrange multipliers. In the 30 years since its initial publication, there have been many more applications of these mathematical techniques in economics, as well as some advances in the mathematics of programming and control. Nevertheless, the basic techniques remain the same today as when the book was originally published. Thus, it continues to be useful not only to its original audience of advanced undergraduate and graduate students in economics, but also to mathematicians and other researchers interested in learning about the applications of the mathematics of optimization to economics. The book covers in some depth both static programming problems and dynamic control problems of optimization and the techniques of their solution. It also clearly presents many applications of these techniques to economics, and it shows why optimization is important for economics. Audience: mathematicians and other researchers who are interested in learning about the applications of mathematical optimization in economics, as well as students at the advanced undergraduate and beginning graduate level. A basic knowledge of analysis and matrix algebra is recommended. Two appendices summarize the necessary mathematics.

Issued as part of SIAM.

There are no comments on this title.

to post a comment.

Powered by Koha