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

Mercado, P. Ruben (2002): Optimizacion dinamica restringida en economia: metodos matematicos e implementacion en el general algebraic modeling system.

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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.

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