Scholarlink

Differential equations are functional equations that contain derivatives. They can be specified directly or indirectly from optimality conditions of dynamic optimization problems. They allow for modeling distributions over any domain, time evolutions of variables, time evolution of distributions, or sample paths of stochastic processes. This chapter summarizes the main types of differential equations and dynamic optimization problems to be addressed in this book.

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

Introduction and Overview

  • 章节

  • 发表日期：

    2026年

查看全文
  • Paulo B. Brito

摘要

Differential equations are functional equations that contain derivatives. They can be specified directly or indirectly from optimality conditions of dynamic optimization problems. They allow for modeling distributions over any domain, time evolutions of variables, time evolution of distributions, or sample paths of stochastic processes. This chapter summarizes the main types of differential equations and dynamic optimization problems to be addressed in this book.