| 書目名稱 | Optimal Control Theory |
| 副標題 | Applications to Mana |
| 編輯 | Suresh P. Sethi |
| 視頻video | http://file.papertrans.cn/703/702804/702804.mp4 |
| 概述 | Presents optimal controls with management science applications that models realistic situations.Contains end of chapter exercises and numerous worked-out examples with answers to selected exercises.An |
| 叢書名稱 | Springer Texts in Business and Economics |
| 圖書封面 |  |
| 描述 | .This new 4.th. 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 contro |
| 出版日期 | Textbook 2021Latest edition |
| 關鍵詞 | Optimization; Stochastic Optimal Control; Maximum Principle; Optimal Financing; Production-Inventory Sys |
| 版次 | 4 |
| doi | https://doi.org/10.1007/978-3-030-91745-6 |
| isbn_ebook | 978-3-030-91745-6Series ISSN 2192-4333 Series E-ISSN 2192-4341 |
| issn_series | 2192-4333 |
| copyright | Springer Nature Switzerland AG 2021 |
|Archiver|手機版|小黑屋|
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