Author: Lung Shuen Yeh
Publisher:
ISBN:
Category : Existence theorems
Languages : en
Pages :

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Book Description

Author: Suresh P. Sethi
Publisher: Springer Nature
ISBN: 3030917452
Category : Business & Economics
Languages : en
Pages : 520

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Book Description
This new 4th edition offers an introduction to optimal control theory and its diverse applications in management science and economics. It introduces students to the concept of the maximum principle in continuous (as well as discrete) time by combining dynamic programming and Kuhn-Tucker theory. While some mathematical background is needed, the emphasis of the book is not on mathematical rigor, but on modeling realistic situations encountered in business and economics. It applies optimal control theory to the functional areas of management including finance, production and marketing, as well as the economics of growth and of natural resources. In addition, it features material on stochastic Nash and Stackelberg differential games and an adverse selection model in the principal-agent framework. Exercises are included in each chapter, while the answers to selected exercises help deepen readers’ understanding of the material covered. Also included are appendices of supplementary material on the solution of differential equations, the calculus of variations and its ties to the maximum principle, and special topics including the Kalman filter, certainty equivalence, singular control, a global saddle point theorem, Sethi-Skiba points, and distributed parameter systems. Optimal control methods are used to determine optimal ways to control a dynamic system. The theoretical work in this field serves as the foundation for the book, in which the author applies it to business management problems developed from his own research and classroom instruction. The new edition has been refined and updated, making it a valuable resource for graduate courses on applied optimal control theory, but also for financial and industrial engineers, economists, and operational researchers interested in applying dynamic optimization in their fields.

Author: M. Fliess
Publisher: Elsevier
ISBN: 1483298752
Category : Technology & Engineering
Languages : en
Pages : 507

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Book Description
This volume represents most aspects of the rich and growing field of nonlinear control. These proceedings contain 78 papers, including six plenary lectures, striking a balance between theory and applications. Subjects covered include feedback stabilization, nonlinear and adaptive control of electromechanical systems, nonholonomic systems. Generalized state space systems, algebraic computing in nonlinear systems theory, decoupling, linearization and model-matching and robust control are also covered.

Author:
Publisher:
ISBN:
Category : Dissertation abstracts
Languages : en
Pages : 640

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Author: Joseph Apaloo
Publisher: Birkhäuser
ISBN: 3319706195
Category : Mathematics
Languages : en
Pages : 368

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Book Description
This contributed volume considers recent advances in dynamic games and their applications, based on presentations given at the 17th Symposium of the International Society of Dynamic Games, held July 12-15, 2016, in Urbino, Italy. Written by experts in their respective disciplines, these papers cover various aspects of dynamic game theory including mean-field games, stochastic and pursuit-evasion games, and computational methods for dynamic games. Topics covered include Pedestrian flow in crowded environments Models for climate change negotiations Nash Equilibria for dynamic games involving Volterra integral equations Differential games in healthcare markets Linear-quadratic Gaussian dynamic games Aircraft control in wind shear conditions Advances in Dynamic and Mean-Field Games presents state-of-the-art research in a wide spectrum of areas. As such, it serves as a testament to the continued vitality and growth of the field of dynamic games and their applications. It will be of interest to an interdisciplinary audience of researchers, practitioners, and graduate students.

Author: F. Kappel
Publisher:
ISBN:
Category :
Languages : en
Pages : 101

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Book Description
In this paper the optimal control problem for integrodifferential equations of Volterra type are investigated where the targets sets are elements of some function space. The approach used is the abstract theory of Dubovitskii and Milyutin, the result is a necessary condition in form of a maximum principle.

Author:
Publisher:
ISBN:
Category : Science
Languages : en
Pages : 1296

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Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 892

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Book Description

Author:
Publisher:
ISBN:
Category : Science
Languages : en
Pages : 1014

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Book Description

Author: Vladimir Borisovich Kolmanovskiĭ
Publisher: American Mathematical Soc.
ISBN: 9780821889572
Category : Computers
Languages : en
Pages : 354

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Book Description
Deterministic and stochastic control systems with aftereffect are considered. Necessary and sufficient conditions for the optimality of such systems are obtained. Various methods for the construction of exact and approximate solutions of optimal control problems are suggested. Problems of adaptive control for systems with aftereffect are analyzed. Numerous applications are described. The book can be used by researchers, engineers, and graduate students working in optimal control theory and various applications.