Classic optimal control in continuous time with applications in economics
Master of Arts === Department of Economics === Steven P. Cassou === This report shows the mathematics behind the solution to continuous time optimization problems. It shows how to specify the Hamiltonian function, how to use the Hamiltonian to obtain the optimal conditions for a typical economic opt...
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| Language: | en_US |
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Kansas State University
2014
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| Online Access: | http://hdl.handle.net/2097/18391 |