Thesis etd-07092017-151336 |
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Thesis type
Tesi di laurea magistrale
URN
etd-07092017-151336
Thesis title
Numerical Methods for Economics: Theories and Applications
Department
ECONOMIA E MANAGEMENT
Course of study
ECONOMICS
Supervisors
.
relatore Prof. Sodini, Mauro
Keywords
- Čebyšëv
- dynamic optimization
- Gauss-Seidel
- Lucas two sector model
- numerical integration
- Ramsey-Cass-Koopman model
- SOR
- time elimination
Graduation session start date
02/10/2017
Availability
Full
Abstract (Inglese)
Abstract (Italiano)
Aim of this work is to provide an overview of the fundamental techniques of numerical approximation together with practical applications in the field of dynamic optimization.
Specifically MATLAB software has been adopted in order to present modern procedures such as SOR, Gauss-Seidel, Newton, Monte-Carlo and to apply them to practical problems.
In particular, Ramsey-Cass-Koopman model and Lucas two sectoral model, discussed in Casey B. Mulligan, XavieSala-i-Martin (1991) and Casey B. Mulligan, XavieSala-i-Martin (1993), have been solved solved through "time elimination mehods" and other approaches.
The results, exposed in the last paragraph, are coherent with the ones found in literature.
Specifically MATLAB software has been adopted in order to present modern procedures such as SOR, Gauss-Seidel, Newton, Monte-Carlo and to apply them to practical problems.
In particular, Ramsey-Cass-Koopman model and Lucas two sectoral model, discussed in Casey B. Mulligan, XavieSala-i-Martin (1991) and Casey B. Mulligan, XavieSala-i-Martin (1993), have been solved solved through "time elimination mehods" and other approaches.
The results, exposed in the last paragraph, are coherent with the ones found in literature.
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| Thesis_f...16_08.pdf | 1.10 Mb |
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