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Optimization in Economics and Finance.rar
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Title: Optimization in Economics and Finance--Some Advances in Non-Linear, Dynamic, Multi-Criteria and Stochastic Models
Chapter Five: Modelling Financial Investment
with Growth 66
5.1 Introduction 66
5.2 Some related literature 66
5.3 Some approaches 69
5.4 A proposed model for interaction between investment and physical
capital 70
5.5 A computed model with small stochastic term 72
5.6 Multiple steady states in a dynamic financial model 75
5.7 Sensitivity questions concerning infinite horizons 80
5.8 Some conclusions 81
5.9 The MATLAB codes 82
5.10 The continuity required for stability 83
Chapter Six: Modelling Sustainable Development 84
6.1 Introduction 84
6.2 Welfare measures and models for sustainability 84
6.3 Modelling sustainability 87
6.3.1 Description by objective function with parameters 87
6.3.2 Modified discounting for long-term modelling 89
6.3.3 Infinite horizon model 90
6.4 Approaches that might be computed 92
6.4.1 Computing for a large time horizon 92
6.4.2 The Chichilnisky compared with penalty term model 92
6.4.3 Chichilnisky model compared with penalty model 94
6.4.4 Pareto optimum and intergenerational equality 95
6.4.5 Computing with a modified discount factor 95
6.5 Computation of the Kendrick-Taylor model 96
6.5.1 The Kendrick-Taylor model 96
6.5.2 Extending the Kendrick-Taylor model to include a long time
horizon 97
6.5.3 Chichilnisky variant of Kendrick-Taylor model 98
6.5.4 Transformation of the Kendrick-Taylor model 98
6.6 Computer packages and results of computation of models 99
6.6.1 Packages used 99
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