Dynamic Programming and Its Application to Variational Problems in Mathematical Economics PDF Download
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Author: Richard Bellman
Publisher:
ISBN:
Category : Calculus of variations
Languages : en
Pages : 380
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Book Description
The purpose of this paper is to discuss some variational problems arising from mathematical economics, and some of the methods that can be used to treat these questions both analytically and computationally. The discussion is limited to important and interesting classes of processes, allocation and smoothing processes, and to a discussion of the application of the theory of dynamic programming to those processes. (Author).
Author: Richard Bellman
Publisher:
ISBN:
Category : Calculus of variations
Languages : en
Pages : 380
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Book Description
The purpose of this paper is to discuss some variational problems arising from mathematical economics, and some of the methods that can be used to treat these questions both analytically and computationally. The discussion is limited to important and interesting classes of processes, allocation and smoothing processes, and to a discussion of the application of the theory of dynamic programming to those processes. (Author).
Author: Dreyfus
Publisher: Academic Press
ISBN: 0080955274
Category : Computers
Languages : en
Pages : 271
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Book Description
Dynamic Programming and the Calculus of Variations
Author: G. Hadley
Publisher: Elsevier
ISBN: 1483275280
Category : Business & Economics
Languages : en
Pages : 389
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Book Description
Advanced Textbooks in Economics, Volume 1: Variational Methods in Economics focuses on the application of variational methods in economics, including autonomous system, dynamic programming, and phase spaces and diagrams. The manuscript first elaborates on growth models in economics and calculus of variations. Discussions focus on connection with dynamic programming, variable end points-free boundaries, transversality at infinity, sensitivity analysis-end point changes, Weierstrass and Legendre necessary conditions, and phase diagrams and phase spaces. The text then ponders on the constraints of classical theory, including unbounded intervals of integration, free boundary conditions, comparison functions, normality, and the problem of Bolza. The publication explains two-sector models of optimal economic growth, optimal control theory, and connections with the classical theory. Topics include capital good immobile between industries, constrained state variables, linear control problems, conversion of a control problem into a problem of Lagrange, and the conversion of a nonautonomous system into an autonomous system. The book is a valuable source of information for economists and researchers interested in the variational methods in economics.
Author:
Publisher:
ISBN:
Category : Science
Languages : en
Pages : 212
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Book Description
Author: Richard E. Bellman
Publisher: Princeton University Press
ISBN: 1400874653
Category : Computers
Languages : en
Pages : 389
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Book Description
This comprehensive study of dynamic programming applied to numerical solution of optimization problems. It will interest aerodynamic, control, and industrial engineers, numerical analysts, and computer specialists, applied mathematicians, economists, and operations and systems analysts. Originally published in 1962. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.
Author: Robert S Roth
Publisher: World Scientific
ISBN: 9814507938
Category : Mathematics
Languages : en
Pages : 895
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Book Description
This volume is a collection of some of the most significant mathematical works of Prof Richard E Bellman. Ten areas of Prof Bellman's mathematical research were selected by his co-workers for this volume. Each chapter starts with an introductory comment on the significance of Bellman's contribution. Some important mathematical theories are put forward and their applications in physics and biology such as the mathematical aspect of chemotherapy and the analysis of biological systems are included in this book.
Author: Morton I. Kamien
Publisher: Courier Corporation
ISBN: 0486310280
Category : Mathematics
Languages : en
Pages : 402
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Book Description
Since its initial publication, this text has defined courses in dynamic optimization taught to economics and management science students. The two-part treatment covers the calculus of variations and optimal control. 1998 edition.
Author: Richard E. Bellman
Publisher: Princeton University Press
ISBN: 1400835380
Category : Mathematics
Languages : en
Pages : 378
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Book Description
This classic book is an introduction to dynamic programming, presented by the scientist who coined the term and developed the theory in its early stages. In Dynamic Programming, Richard E. Bellman introduces his groundbreaking theory and furnishes a new and versatile mathematical tool for the treatment of many complex problems, both within and outside of the discipline. The book is written at a moderate mathematical level, requiring only a basic foundation in mathematics, including calculus. The applications formulated and analyzed in such diverse fields as mathematical economics, logistics, scheduling theory, communication theory, and control processes are as relevant today as they were when Bellman first presented them. A new introduction by Stuart Dreyfus reviews Bellman's later work on dynamic programming and identifies important research areas that have profited from the application of Bellman's theory.
Author: Bellman
Publisher: Academic Press
ISBN: 0080955487
Category : Computers
Languages : en
Pages : 305
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Book Description
Introduction to the Mathematical Theory of Control Processes: Nonlinear Processes v. 2
Author: Moshe Sniedovich
Publisher: CRC Press
ISBN: 9781420014631
Category : Business & Economics
Languages : en
Pages : 624
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Book Description
Incorporating a number of the author’s recent ideas and examples, Dynamic Programming: Foundations and Principles, Second Edition presents a comprehensive and rigorous treatment of dynamic programming. The author emphasizes the crucial role that modeling plays in understanding this area. He also shows how Dijkstra’s algorithm is an excellent example of a dynamic programming algorithm, despite the impression given by the computer science literature. New to the Second Edition Expanded discussions of sequential decision models and the role of the state variable in modeling A new chapter on forward dynamic programming models A new chapter on the Push method that gives a dynamic programming perspective on Dijkstra’s algorithm for the shortest path problem A new appendix on the Corridor method Taking into account recent developments in dynamic programming, this edition continues to provide a systematic, formal outline of Bellman’s approach to dynamic programming. It looks at dynamic programming as a problem-solving methodology, identifying its constituent components and explaining its theoretical basis for tackling problems.
