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Optimización dinámica

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A lo largo del presente trabajo se repasarán algunos de los métodos fundamentales de optimización dinámica. Comenzaremos con un análisis global del problema de optimización dinámica en el que introduciremos las principales características del mismo. En los siguientes apartados nos centraremos en las tres formas de solucionarlo más ampliamente utilizadas: el cálculo de variaciones, la teoría del control óptimo y la programación matemática.

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  • Lorenzo Escot Mangas & Elena Olmedo Fernández & Eva María del Pozo García, 2002. "Optimización dinámica," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 02-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
    • Handle: RePEc:ucm:doctra:02-08
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    Keywords

    Dinámica; Ecuación de euler.;

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