Optimization in economic theory
Dixit, Avinash K.
Optimization in economic theory by Avinash K. Dixit - 2nd ed. - New York : Oxford University Press, ©1990 - vi, 188 p. ; 22 cm.
Includes index.
1. Introduction 2. Lagrange's method 3. Extensions and generalizations 4. Shadow prices 5. Maximum value functions 6. Convex sets and their separation 7. Concave programming 8. Second-order conditions 9. Uncertainty 10. Time : the maximum principle 11. Dynamic programming
Building on a base of simple economic theory and elementary linear algebra and calculus, this broad treatment of static and dynamic optimization methods discusses the importance of shadow prices, and reviews functions defined by solutions of optimization problems. Recently revised and expanded, the second edition will be a valuable resource for upper level undergraduate and graduate students
9780198772101
Mathematical economics
Mathematical optimization
330.015 / DIX-O
Optimization in economic theory by Avinash K. Dixit - 2nd ed. - New York : Oxford University Press, ©1990 - vi, 188 p. ; 22 cm.
Includes index.
1. Introduction 2. Lagrange's method 3. Extensions and generalizations 4. Shadow prices 5. Maximum value functions 6. Convex sets and their separation 7. Concave programming 8. Second-order conditions 9. Uncertainty 10. Time : the maximum principle 11. Dynamic programming
Building on a base of simple economic theory and elementary linear algebra and calculus, this broad treatment of static and dynamic optimization methods discusses the importance of shadow prices, and reviews functions defined by solutions of optimization problems. Recently revised and expanded, the second edition will be a valuable resource for upper level undergraduate and graduate students
9780198772101
Mathematical economics
Mathematical optimization
330.015 / DIX-O