Optimizacion dinamica restringida en economia: metodos matematicos e implementacion en el general algebraic modeling system

Dynamic optimizacion in economics: mathematical methods and implementation in the general algebraic modeling system

Ruben Mercado ()

MPRA Paper from University Library of Munich, Germany

Abstract: The paper presents mathematical methods of deterministic optimal control in continuous time and stochastic dynamic programming in discrete time, and computational techniques for their implementation in the General Algebraic Modeling System (GAMS). The methods and their computational implementations are exemplified with intertemporal models of economic growth.

Keywords: dynamic optimization; optimal control; dynamic programming; GAMS (search for similar items in EconPapers)
JEL-codes: C6 (search for similar items in EconPapers)
Date: 2002-07
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:58012

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