Yuji Itaya
Ph.D. in Engineering
Professor
Department of Information Management
Asahi University
Hozumi, Motosu, Gifu, 501-0296, Japan
E-mail: itaya@alice.asahi-u.ac.jp
Abstract
In IMS'97 we showed several packages for: (1)solving simultaneous equations
in real domain; (2)obtaining necessary conditions of constrained static
optimization problems; (3)solving simultaneous nonlinear equations approximately;
(4)determining signs of expressions; (5)solving differential equations
approximately; (6)solving boundary-value problems approximately; and (7)solving
dynamic optimization problems approximately. We also presented applications
of these packages to urban economic models[1]. However, applications are
limited in the package for solving dynamic optimization problems, since
there exist many problems for which the package cannot be applied. In this
paper, we revise and expand it so that it can be widely used. By further
expanding the package above, we can solve differential games. We first
show a solution of simple differential games with Mathematica and view
the optimal trajectories. We then present packages for differential games
by upgrading the dynamic optimization package, and show some applications
to economic problems.