Mathematical Optimization and Economic Theory(English, Paperback, Michael D. Intriligator)
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Mathematical Optimization and Economic Theoryprovides a self-contained introduction to and survey of mathematical programming and control techniques and their applications to static and dynamic problems in economics, respectively. It is distinctive in showing the unity of the various approaches to solving problems of constrained optimization that all stem back directly or indirectly to the method of Lagrange multipliers. It also covers in-depth both static programming problems and dynamic control problems of optimization and the techniques of their solution. It also clearly presents many applications of these techniques to economics, and shows why optimization is important for economics. Many challenging problems for both students and researchers are included. This book should be of interest to advanced undergraduate and postgraduate students in the disciplines of economics and mathematics as both a textbook and a general reference book. Table of Contents Preface to the Classics Edition Preface Part One: Introduction 1. Economizing and the Economy Part Two: Static Optimization 2. The Mathematical Programming Problem 3. Classical Programming 4. Nonlinear Programming 5. Linear Programming 6. Game Theory Part Three: Applications of Static Optimization 7. Theory of the Household 8. Theory of the Firm 9. General Equilibrium 10. Welfare Economics Part Four: Dynamic Optimization 11. The Control Problem 12. Calculus of Variations 13. Dynamic Programming 14. Maximum Principle 15. Differential Games Part Five: Applications of Dynamic Optimization 16. Optimal Economic Growth Appendix A: Analysis Appendix B: Matrices Index