Dynamic programming and inverse optimal problems in mathematical economics

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Using Dynamic Programming with Adaptive Grid Schemes for Optimal Control Problems in Economics

The study of the solutions of dynamic models with optimizing agents has often been limited by a lack of available analytical techniques to explicitly find the global solution paths. On the other hand the application of numerical techniques such as dynamic programming (DP) to find the solution in interesting regions of the state state was restricted by the use of fixed grid size techniques. Foll...

متن کامل

A Mathematical Programming Approach to Stochastic and Dynamic Optimization Problems

We survey a new approach that the author and his co-workers have developed to formulate generic stochastic and dynamic optimization problems as mathematical programming problems. The approach has two components: (a) it produces bounds on the performance of an optimal policy, and (b) it develops techniques to construct optimal or near-optimal policies. The central idea for developing bounds is t...

متن کامل

Spatial Structures in Geographical Economics Mathematical Modeling , Simulation and Inverse Problems

The Solow model is an economic model to describe economic growth. In this thesis we will provide an extension to this model by introducing a space dimension into the model and a production function that is non-concave. Furthermore, we will consider different kinds of technological progress. The resulting model is governed by a semilinear parabolic partial differential equation which describes t...

متن کامل

Ill - posed inverse problems in economics

A parameter of an econometric model is identified if there is a one-to-one or many-to-one mapping from the population distribution of the available data to the parameter. Often, this mapping is obtained by inverting a mapping from the parameter to the population distribution. If the inverse mapping is discontinuous, then estimation of the parameter usually presents an illposed inverse problem. ...

متن کامل

Mathematical problems in radar inverse scattering

The problem of all-weather noncooperative target recognition is of considerable interest to both defense and civil aviation agencies. Furthermore, the discipline of radar inverse scattering spans a set of real-world problems whose complexity can be as simple as perfectly conducting objects in uniform, isotropic, and clutter-free environments but also includes problems that are progressively mor...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Mathematical Analysis and Applications

سال: 1970

ISSN: 0022-247X

DOI: 10.1016/0022-247x(70)90090-9