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Магистратура 2018/2019

Математика для экономистов

Статус: Курс по выбору (Прикладная экономика)
Направление: 38.04.01. Экономика
Когда читается: 1-й курс, 1, 2 модуль
Прогр. обучения: Прикладная экономика
Язык: русский
Кредиты: 5

Программа дисциплины

Аннотация

The objective of the course is to equip the students with some of the theoretical foundations of the modern mathematics and what is more important with the analytical methods of solving problems posed by the micro and macro analysis.
Цель освоения дисциплины

Цель освоения дисциплины

  • The course has been designed to convey to the students how mathematics can be used in the modern micro and macro economic analysis.
  • Emphasis is placed on the model-building techniques, methods of solution and economic interpretations.
  • Topics studied comprise the following: methods of optimization, dynamic programming, optimal control theory.
Планируемые результаты обучения

Планируемые результаты обучения

  • Have the ability to solve optimization problems in the case of numerous inequality constraints,
  • Have acquired the knowledge of the methods of the optimal control theory its applicability for solving problems in economics
  • Have acquired the knowledge of the methods of the dynamic programming and its applicability for solving problems in economics
Содержание учебной дисциплины

Содержание учебной дисциплины

  • Basics of optimization, elements of convex analysis and Kuhn-Tucker method
  • Dynamic Optimization in Continuous Time
  • Finite-Horizon Dynamic Programming
Элементы контроля

Элементы контроля

  • неблокирующий Final test
    Open questioned test
  • неблокирующий Homework 1
    Homework will be collected, marked and returned to the students
  • неблокирующий Homework 2
    Homework will be collected, marked and returned to the students
Промежуточная аттестация

Промежуточная аттестация

  • Interim assessment (1 module)
    0.6 * Final test + 0.2 * Homework 1 + 0.2 * Homework 2
Список литературы

Список литературы

Рекомендуемая основная литература

  • Dynamic optimization : the calculus of variations and optimal control in economics and management, Kamien M. I., Schwartz N. L., 2012
  • Kamien, M. I., & Schwartz, N. L. (2012). Dynamic Optimization, Second Edition : The Calculus of Variations and Optimal Control in Economics and Management (Vol. 2nd ed). Mineola, N.Y.: Dover Publications. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=1154370
  • Mathematics for economists, Simon C. P., Blume L., 1994

Рекомендуемая дополнительная литература

  • A first course in optimization theory, Sundaram R. K., 2011