Descripciones mejoradas de Syndetics:

This textbook for undergraduate and graduate economic students surveys mathematical programming and control techniques and their applications to static and dynamic problems in economics. Intriligator (economics and political science, U. of California at Los Angeles) suggests that the basic techniques have remained unchanged since the volume first saw publication in 1971. Static optimization techniques such as classical programming, nonlinear programming, linear programming, and game theory are explained and applied to problems in economic allocation in the first section of the text. The latter half concerns itself with dynamic problems, defined over an interval of time, including the calculus of variations, dynamic programming, the maximum principle, and differential games. Annotation copyrighted by Book News, Inc., Portland, OR

Tabla de contenidos provista por Syndetics

• Preface to the Classics Edition(p. xv)
• Preface(p. xvii)
• Part 1 Introduction(p. 1)
• 1 Economizing and the Economy(p. 2)
• 1.1 The Economizing Problem(p. 2)
• 1.2 Institutions of the Economy(p. 3)
• 1.3 Economics(p. 4)
• Part 2 Static Optimization(p. 7)
• 2 The Mathematical Programming Problem(p. 8)
• 2.1 Formal Statement of the Problem(p. 8)
• 2.2 Types of Maxima, the Weierstrass Theorem, and the Local-Global Theorem(p. 12)
• 2.3 Geometry of the Problem(p. 16)
• 3 Classical Programming(p. 20)
• 3.1 The Unconstrained Case(p. 22)
• 3.2 The Method of Lagrange Multipliers(p. 28)
• 3.3 The Interpretation of the Lagrange Multipliers(p. 36)
• Problems(p. 38)
• 4 Nonlinear Programming(p. 44)
• 4.1 The Case of No Inequality Constraints(p. 46)
• 4.2 The Kuhn-Tucker Conditions(p. 49)
• 4.3 The Kuhn-Tucker Theorem(p. 56)
• 4.4 The Interpretation of the Lagrange Multipliers(p. 60)
• 4.5 Solution Algorithms(p. 62)
• Problems(p. 64)
• 5 Linear Programming(p. 72)
• 5.1 The Dual Problems of Linear Programming(p. 77)
• 5.2 The Lagrangian Approach; Existence, Duality and Complementary Slackness Theorems(p. 79)
• 5.3 The Interpretation of the Dual(p. 86)
• 5.4 The Simplex Algorithm(p. 89)
• Problems(p. 96)
• 6 Game Theory(p. 106)
• 6.1 Classification and Description of Games(p. 107)
• 6.2 Two-person, Zero-sum Games(p. 110)
• 6.3 Two-person Nonzero-sum Games(p. 120)
• 6.4 Cooperative Games(p. 123)
• 6.5 Games With Infinitely Many Players(p. 130)
• Problems(p. 131)
• Part 3 Applications of Static Optimization(p. 141)
• 7 Theory of the Household(p. 142)
• 7.1 Commodity Space(p. 142)
• 7.2 The Preference Relation(p. 143)
• 7.3 The Neoclassical Problem of the Household(p. 148)
• 7.4 Comparative Statics of the Household(p. 154)
• 7.5 Revealed Preference(p. 163)
• 7.6 von Neumann-Morgenstern Utility(p. 166)
• Problems(p. 169)
• 8 Theory of the Firm(p. 178)
• 8.1 The Production Function(p. 178)
• 8.2 The Neoclassical Theory of the Firm(p. 189)
• 8.3 Comparative Statics of the Firm(p. 196)
• 8.4 Imperfect Competition: Monopoly and Monopsony(p. 201)
• 8.5 Competition Among the Few: Oligopoly and Oligopsony(p. 205)
• Problems(p. 213)
• 9 General Equilibrium(p. 220)
• 9.1 The Classical Approach: Counting Equations and Unknowns(p. 221)
• 9.2 The Input-Output Linear Programming Approach(p. 227)
• 9.3 The Neoclassical Excess Demand Approach(p. 238)
• 9.4 Stability of Equilibrium(p. 241)
• 9.5 The von Neumann Model of an Expanding Economy(p. 246)
• Problems(p. 249)
• 10 Welfare Economics(p. 258)
• 10.1 The Geometry of the Problem in the 2 x 2 x 2 Case(p. 259)
• 10.2 Competitive Equilibrium and Pareto Optimality(p. 269)
• 10.3 Market Failure(p. 278)
• 10.4 Optimality Over Time(p. 279)
• Problems(p. 282)
• Part 4 Dynamic Optimization(p. 291)
• 11 The Control Problem(p. 292)
• 11.1 Formal Statement of the Problem(p. 293)
• 11.2 Some Special Cases(p. 298)
• 11.3 Types of Control(p. 299)
• 11.4 The Control Problem as One of Programming in an Infinite Dimensional Space; the Generalized Weierstrass Theorem(p. 302)
• 12 Calculus of Variations(p. 306)
• 12.1 Euler Equation(p. 308)
• 12.2 Necessary Conditions(p. 312)
• 12.3 Transversality Condition(p. 315)
• 12.4 Constraints(p. 317)
• Problems(p. 320)
• 13 Dynamic Programming(p. 326)
• 13.1 The Principle of Optimality and Bellman's Equation(p. 327)
• 13.2 Dynamic Programming and the Calculus of Variations(p. 330)
• 13.3 Dynamic Programming Solution of Multistage Optimization Problems(p. 333)
• Problems(p. 338)
• 14 Maximum Principle(p. 344)
• 14.1 Costate Variables, the Hamiltonian, and the Maximum Principle(p. 345)
• 14.2 The Interpretation of the Costate Variables(p. 351)
• 14.3 The Maximum Principle and the Calculus of Variations(p. 353)
• 14.4 The Maximum Principle and Dynamic Programming(p. 355)
• 14.5 Examples(p. 357)
• Problems(p. 362)
• 15 Differential Games(p. 370)
• 15.1 Two-Person Deterministic Continuous Differential Games(p. 371)
• 15.2 Two-Person Zero-Sum Differential Games(p. 373)
• 15.3 Pursuit Games(p. 377)
• 15.4 Coordination Differential Games(p. 383)
• 15.5 Noncooperative Differential Games(p. 387)
• Problems(p. 388)
• Part 5 APPLICATIONS OF DYNAMIC OPTIMIZATION(p. 397)
• 16 Optimal Economic Growth(p. 398)
• 16.1 The Neoclassical Growth Model(p. 399)
• 16.2 Neoclassical Optimal Economic Growth(p. 405)
• 16.3 The Two Sector Growth Model(p. 416)
• 16.4 Heterogeneous Capital Goods(p. 430)
• Problems(p. 435)
• Appendices(p. 449)
• Appendix A Analysis(p. 450)
• A.1 Sets(p. 450)
• A.2 Relations and Functions(p. 452)
• A.3 Metric Spaces(p. 454)
• A.4 Vector Spaces(p. 457)
• A.5 Convex Sets and Functions(p. 460)
• A.6 Differential Calculus(p. 465)
• A.7 Differential Equations(p. 467)
• Appendix B Matrices(p. 476)
• B.1 Basic Definitions and Examples(p. 476)
• B.2 Some Special Matrices(p. 478)
• B.3 Matrix Relations and Operations(p. 479)
• B.4 Scalar Valued Functions Defined on Matrices(p. 484)
• B.5 Inverse Matrix(p. 487)
• B.6 Linear Equations and Linear Inequalities(p. 488)
• B.7 Linear Transformations; Characteristic Roots and Vectors(p. 493)
• B.8 Quadratic Forms(p. 495)
• B.9 Matrix Derivatives(p. 497)
• Index(p. 501)

Notas de autor provistas por Syndetics

Michael D. Intriligator is Professor of Economics at the University of California, Los Angeles (UCLA), where he is also Professor of Political Science, Professor of Policy Studies, Director of the Burkle Center for International Relations, and Co-Director of the Jacob Marschak Interdisciplinary Colloquium on Mathematics in the Behavioral Sciences