Preface |
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xiii | |
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Part I Introduction and Fundamentals |
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3 | (8) |
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1.1 What Is an Economic Model? |
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3 | (5) |
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8 | (1) |
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9 | (2) |
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Chapter 2 Review of Fundamentals |
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11 | (50) |
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11 | (12) |
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23 | (8) |
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2.3 Some Properties of Point Sets in 1" |
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31 | (10) |
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41 | (20) |
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Chapter 3 Sequences, Series, and Limits |
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61 | (42) |
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3.1 Definition of a Sequence |
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61 | (4) |
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65 | (4) |
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3.3 Present-Value Calculations |
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69 | (10) |
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3.4 Properties of Sequences |
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79 | (5) |
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84 | (19) |
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Part II Univariate Calculus and Optimization |
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Chapter 4 Continuity of Functions |
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103 | (24) |
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4.1 Continuity of a Function of One Variable |
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103 | (10) |
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4.2 Economic Applications of Continuous and Discontinuous Functions |
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113 | (14) |
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Chapter 5 The Derivative and Differential for Functions of One Variable |
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127 | (68) |
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5.1 Definition of a Tangent Line |
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127 | (7) |
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5.2 Definition of the Derivative and the Differential |
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134 | (7) |
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5.3 Conditions for Differentiability |
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141 | (6) |
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5.4 Rules of Differentiation |
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147 | (28) |
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5.5 Higher Order Derivatives: Concavity and Convexity of a Function |
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175 | (10) |
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5.6 Taylor Series Formula and the Mean-Value Theorem |
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185 | (10) |
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Chapter 6 Optimization of Functions of One Variable |
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195 | (40) |
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6.1 Necessary Conditions for Unconstrained Maxima and Minima |
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196 | (15) |
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6.2 Second-Order Conditions |
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211 | (9) |
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6.3 Optimization over an Interval |
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220 | (15) |
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Chapter 7 Systems of Linear Equations |
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235 | (32) |
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7.1 Solving Systems of Linear Equations |
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236 | (14) |
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7.2 Linear Systems in n-Variables |
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250 | (17) |
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267 | (34) |
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267 | (6) |
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8.2 Basic Matrix Operations |
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273 | (15) |
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288 | (5) |
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8.4 Some Special Matrices |
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293 | (8) |
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Chapter 9 Determinants and the Inverse Matrix |
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301 | (46) |
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301 | (17) |
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9.2 Obtaining the Determinant and Inverse of a 3 × 3 Matrix |
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318 | (6) |
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9.3 The Inverse of an n × n Matrix and Its Properties |
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324 | (5) |
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329 | (18) |
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Chapter 10 Some Advanced Topics in Linear Algebra |
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347 | (46) |
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347 | (16) |
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10.2 The Eigenvalue Problem |
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363 | (15) |
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378 | (15) |
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Part IV Multivariate Calculus |
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Chapter 11 Calculus for Functions of n-Variables |
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393 | (80) |
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11.1 Partial Differentiation |
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393 | (14) |
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11.2 Second-Order Partial Derivatives |
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407 | (8) |
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11.3 The First-Order Total Differential |
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415 | (21) |
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11.4 Curvature Properties: Concavity and Convexity |
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436 | (15) |
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11.5 More Properties of Functions with Economic Applications |
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451 | (13) |
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11.6 Taylor Series Expansion |
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464 | (9) |
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Chapter 12 Optimization of Functions of n-Variables |
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473 | (30) |
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12.1 First-Order Conditions |
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474 | (10) |
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12.2 Second-Order Conditions |
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484 | (7) |
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12.3 Direct Restrictions on Variables |
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491 | (12) |
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Chapter 13 Constrained Optimization |
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503 | (26) |
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13.1 Constrained Problems and Approaches to Solutions |
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504 | (12) |
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13.2 Second-Order Conditions for Constrained Optimization |
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516 | (4) |
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13.3 Existence. Uniqueness, and Characterization of Solutions |
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520 | (9) |
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Chapter 14 Comparative Statics |
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529 | (38) |
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14.1 Introduction to Comparative Statics |
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529 | (11) |
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14.2 General Comparative-Statics Analysis |
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540 | (14) |
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14.3 The Envelope Theorem |
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554 | (13) |
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Chapter 15 Concave Programming and the Kuhn-Tucker Conditions |
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567 | (18) |
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15.1 The Concave-Programming Problem |
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567 | (8) |
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15.2 Many Variables and Constraints |
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575 | (10) |
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Part V Integration and Dynamic Methods |
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585 | (48) |
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16.1 The Indefinite Integral |
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585 | (8) |
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16.2 The Riemann (Definite) Integral |
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593 | (12) |
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16.3 Properties of Integrals |
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605 | (8) |
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613 | (10) |
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16.5 Techniques of Integration |
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623 | (10) |
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Chapter 17 An Introduction to Mathematics for Economic Dynamics |
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633 | (10) |
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634 | (9) |
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Chapter 18 Linear, First-Order Difference Equations |
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643 | (22) |
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18.1 Linear, First-Order, Autonomous Difference Equations |
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643 | (13) |
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18.2 The General, Linear, First-Order Difference Equation |
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656 | (9) |
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Chapter 19 Nonlinear, First-Order Difference Equations |
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665 | (16) |
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19.1 The Phase Diagram and Qualitative Analysis |
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665 | (8) |
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673 | (8) |
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Chapter 20 Linear, Second-Order Difference Equations |
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681 | (34) |
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20.1 The Linear, Autonomous, Second-Order Difference Equation |
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681 | (27) |
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20.2 The Linear, Second-Order Difference Equation with a Variable Term |
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708 | (7) |
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Chapter 21 Linear, First-Order Differential Equations |
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715 | (24) |
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21.1 Autonomous Equations |
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715 | (16) |
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21.2 Nonautonomous Equations |
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731 | (8) |
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Chapter 22 Nonlinear, First-Order Differential Equations |
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739 | (14) |
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22.1 Autonomous Equations and Qualitative Analysis |
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739 | (9) |
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22.2 Two Special Forms of Nonlinear, First-Order Differential Equations |
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748 | (5) |
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Chapter 23 Linear, Second-Order Differential Equations |
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753 | (28) |
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23.1 The Linear, Autonomous, Second-Order Differential Equation |
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753 | (19) |
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23.2 The Linear, Second-Order Differential Equation with a Variable Term |
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772 | (9) |
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Chapter 24 Simultaneous Systems of Differential and Difference Equations |
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781 | (64) |
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24.1 Linear Differential Equation Systems |
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781 | (22) |
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24.2 Stability Analysis and Linear Phase Diagrams |
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803 | (22) |
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24.3 Systems of Linear Difference Equations |
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825 | (20) |
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Chapter 25 Optimal Control Theory |
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845 | (76) |
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25.1 The Maximum Principle |
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848 | (12) |
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25.2 Optimization Problems Involving Discounting |
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860 | (12) |
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25.3 Alternative Boundary Conditions on x(T) |
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872 | (14) |
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25.4 Infinite-Time Horizon Problems |
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886 | (13) |
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25.5 Constraints on the Control Variable |
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899 | (10) |
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25.6 Free-Terminal-Time Problems (T Free) |
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909 | (12) |
Answers |
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921 | (32) |
Index |
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953 | |