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Optimization and chaos

Author: Mukul Majumdar; Tapan Mitra; Kazuo Nishimura
Publisher: Berlin [u.a.] : Springer, 2000.
Series: Studies in economic theory, 11.
Edition/Format:   Book : EnglishView all editions and formats
Database:WorldCat
Summary:

Beginning with an introduction to basic concepts and results on chaotic dynamical systems, this work continues with a summary of the literature on discounted dynamic optimization. It brings together  Read more...

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Document Type: Book
All Authors / Contributors: Mukul Majumdar; Tapan Mitra; Kazuo Nishimura
ISBN: 3540670300 9783540670308
OCLC Number: 247318733
Notes: Enth. 13 Beitr.
Description: X, 454 S : graph. Darst.
Contents: M. Majumdar, T. Mitra: Dynamical Systems: A Tutorial.- T. Mitra: Introduction to Dynamic Optimization Theory.- M. Majumdar, T. Mitra: Periodic and Chaotic Programs of Optimal Intertemporal Allocation in an Aggregative Model with Wealth Effects.- K. Nishimura, M. Yano: Optimal Chaos, Nonlinearity, and Feasibility Conditions.- R. Becker, C. Foias: The Local Bifurcation of Ramsey Equilibrium.- G. Sorger: On the Structure of Ramsey Equilibrium: Cycles, Indeterminacy and Sunspots.- M. Majumdar, T. Mitra: Robust Ergodic Chaos in Discounted Dynamic Optimization Models.- K. Nishimura, M. Yano: Non-Linear Dynamics and Chaos in Optimal Growth: A Constructive Exposition.- K. Nishimura, G. Sorger, M. Yano: Ergodic Chaos in Optimal Growth Models with Low Discount Rates.- G. Sorger: On the Minimum Rate of Impatience for Complicated Optimal Growth Paths.- T. Mitra: An Exact Discount Factor Restriction for Period-Three Cycles in Dynamic Optimization Models.- K. Nishimura, M. Yano: On the Least Upper Bound of Discount Factors that are Compatible with Optimal Period-Three Cycles.- T. Mitra: On the Relationship between Discounting and Entropy of Dynamic Optimization Models.
Series Title: Studies in economic theory, 11.
Responsibility: Mukul Majumdar; Tapan Mitra; Kazuo Nishimura.
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