Optimization in economics and finance. Some advances in non-linear, dynamic, multi-criteria and stochastic models.
zbMATH Open1086.91046MaRDI QIDQ2569578FDOQ2569578
Authors: B. D. Craven, Sardar M. N. Islam 
Publication date: 20 October 2005
Published in: Dynamic Modeling and Econometrics in Economics and Finance (Search for Journal in Brave)
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Multi-objective and goal programming (90C29) Applications of mathematical programming (90C90) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Economic growth models (91B62) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02)
Cited In (9)
- Optimal control on an infinite domain
- Pontryagin principle in abstract spaces
- Visual MISER: an efficient user-friendly visual program for solving optimal control problems
- Dynamic optimization models in finance: some extensions to the framework, models, and computation
- Stochastic optimization and economic models
- Some extensions of nonconvex economic modeling: invexity, quasimax, and new stability conditions
- A numerical approach for solving optimal control problem of fractional order vibration equation of large membranes
- Solution existence theorems for finite horizon optimal economic growth problems
- Optimization methods for a stakeholder society. A revolution in economic thinking by multi-objective optimization.
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