| 書(shū)目名稱(chēng) | Optimal Control Theory | | 副標(biāo)題 | Applications to Mana | | 編輯 | Suresh P. Sethi | | 視頻video | http://file.papertrans.cn/703/702807/702807.mp4 | | 概述 | Presents a fully updated textbook on optimal controls with management science applications that models realistic situations faced in business and management.Contains end of chapter exercises and numer | | 圖書(shū)封面 |  | | 描述 | .This fully revised 3rd edition offers an introduction to optimal control theory and its diverse applications in management science and economics. It brings to students the concept of the maximum principle in continuous, as well as discrete, time by using 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 faced in business and economics. The book exploits optimal control theory to the functional areas of management including finance, production and marketing and to economics of growth and of natural resources. In addition, this new edition features materials on stochastic Nash and Stackelberg differential games and an adverse selection model in the principal-agent framework. The book provides exercises for each chapter and answers to selected exercises to help deepen the understanding of the material presented. Also included are appendices comprised of supplementary material on the solution of differential equations, the calculus of variations and its relationships to the maximum principle, and special topics including the Kalman filter, certainty equiv | | 出版日期 | Textbook 20193rd edition | | 關(guān)鍵詞 | Optimal Control Theory; Maximum Principle; Optimal Financing Model; Production-Inventory Systems; Optima | | 版次 | 3 | | doi | https://doi.org/10.1007/978-3-319-98237-3 | | isbn_ebook | 978-3-319-98237-3 | | copyright | Springer Nature Switzerland AG 2019 |
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