Optimisation in economic analysis
Mathematical optimization Economics, Mathematical
Routledge
2003
EISBN 0415488834
1. The formulation of linear models.
2. Solving linear models.
3. Duality.
4. More linear models.
5. Production theory : the linear and neoclassical models.
6. Optimisation over time.
7. Non-linear constrained optimisation.
8. Non-linear and integer programming.
9. Dynamic programming.
10. Some further economic applications.
One of the fundamental economic problems is one of making the best use of limited resources. As a result, mathematical optimisation methods play a crucial role in economic theory. Covering the use of such methods in applied and policy contexts, this book deals not only with the main techniques (linear programming, nonlinear optimisation and dynamic programming), but also emphasizes the art of model-building and discusses fields such as optimisation over time.
2. Solving linear models.
3. Duality.
4. More linear models.
5. Production theory : the linear and neoclassical models.
6. Optimisation over time.
7. Non-linear constrained optimisation.
8. Non-linear and integer programming.
9. Dynamic programming.
10. Some further economic applications.
One of the fundamental economic problems is one of making the best use of limited resources. As a result, mathematical optimisation methods play a crucial role in economic theory. Covering the use of such methods in applied and policy contexts, this book deals not only with the main techniques (linear programming, nonlinear optimisation and dynamic programming), but also emphasizes the art of model-building and discusses fields such as optimisation over time.
