語系:
繁體中文
English
說明(常見問題)
登入
回首頁
切換:
標籤
|
MARC模式
|
ISBD
Optimal Control Theory = Application...
~
SpringerLink (Online service)
Optimal Control Theory = Applications to Management Science and Economics /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Optimal Control Theory/ by Suresh P. Sethi.
其他題名:
Applications to Management Science and Economics /
作者:
Sethi, Suresh P.
面頁冊數:
XXVII, 506 p. 99 illus., 8 illus. in color.online resource. :
Contained By:
Springer Nature eBook
標題:
Systems Theory, Control . -
電子資源:
https://doi.org/10.1007/978-3-030-91745-6
ISBN:
9783030917456
Optimal Control Theory = Applications to Management Science and Economics /
Sethi, Suresh P.
Optimal Control Theory
Applications to Management Science and Economics /[electronic resource] :by Suresh P. Sethi. - 4th ed. 2021. - XXVII, 506 p. 99 illus., 8 illus. in color.online resource. - Springer Texts in Business and Economics,2192-4341. - Springer Texts in Business and Economics,.
1. What is Optimal Control Theory? -- 2. The Maximum Principle: Continuous Time -- 3. The Maximum Principle: Mixed Inequality Constraints -- 4. The Maximum Principle: Pure State and Mixed Inequality Constraints -- 5. Applications to Finance -- 6. Applications to Production and Inventory -- 7. Applications to Marketing -- 8. The Maximum Principle: Discrete Time -- 9. Maintenance and Replacement -- 10. Applications to Natural Resources -- 11. Applications to Economics -- 12. Stochastic Optimal Control -- 13. Differential Games.
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.
ISBN: 9783030917456
Standard No.: 10.1007/978-3-030-91745-6doiSubjects--Topical Terms:
1366058
Systems Theory, Control .
LC Class. No.: T57.6-.97
Dewey Class. No.: 658.403
Optimal Control Theory = Applications to Management Science and Economics /
LDR
:03840nam a22004215i 4500
001
1059555
003
DE-He213
005
20220113200324.0
007
cr nn 008mamaa
008
220414s2021 sz | s |||| 0|eng d
020
$a
9783030917456
$9
978-3-030-91745-6
024
7
$a
10.1007/978-3-030-91745-6
$2
doi
035
$a
978-3-030-91745-6
050
4
$a
T57.6-.97
072
7
$a
KJT
$2
bicssc
072
7
$a
KJMD
$2
bicssc
072
7
$a
BUS049000
$2
bisacsh
072
7
$a
KJT
$2
thema
072
7
$a
KJMD
$2
thema
082
0 4
$a
658.403
$2
23
100
1
$a
Sethi, Suresh P.
$4
aut
$4
http://id.loc.gov/vocabulary/relators/aut
$3
669459
245
1 0
$a
Optimal Control Theory
$h
[electronic resource] :
$b
Applications to Management Science and Economics /
$c
by Suresh P. Sethi.
250
$a
4th ed. 2021.
264
1
$a
Cham :
$b
Springer International Publishing :
$b
Imprint: Springer,
$c
2021.
300
$a
XXVII, 506 p. 99 illus., 8 illus. in color.
$b
online resource.
336
$a
text
$b
txt
$2
rdacontent
337
$a
computer
$b
c
$2
rdamedia
338
$a
online resource
$b
cr
$2
rdacarrier
347
$a
text file
$b
PDF
$2
rda
490
1
$a
Springer Texts in Business and Economics,
$x
2192-4341
505
0
$a
1. What is Optimal Control Theory? -- 2. The Maximum Principle: Continuous Time -- 3. The Maximum Principle: Mixed Inequality Constraints -- 4. The Maximum Principle: Pure State and Mixed Inequality Constraints -- 5. Applications to Finance -- 6. Applications to Production and Inventory -- 7. Applications to Marketing -- 8. The Maximum Principle: Discrete Time -- 9. Maintenance and Replacement -- 10. Applications to Natural Resources -- 11. Applications to Economics -- 12. Stochastic Optimal Control -- 13. Differential Games.
520
$a
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.
650
2 4
$a
Systems Theory, Control .
$3
1366058
650
2 4
$a
Industrial and Production Engineering.
$3
593943
650
2 4
$a
Quantitative Economics.
$3
1366056
650
2 4
$a
Calculus of Variations and Optimization.
$3
1366302
650
2 4
$a
Operations Research, Management Science .
$3
1366052
650
1 4
$a
Operations Research and Decision Theory.
$3
1366301
650
0
$a
Control theory.
$3
527674
650
0
$a
System theory.
$3
566168
650
0
$a
Production engineering.
$3
566269
650
0
$a
Industrial engineering.
$3
679492
650
0
$a
Econometrics.
$3
556981
650
0
$a
Calculus of variations.
$3
527927
650
0
$a
Mathematical optimization.
$3
527675
650
0
$a
Management science.
$3
719678
650
0
$a
Operations research.
$3
573517
710
2
$a
SpringerLink (Online service)
$3
593884
773
0
$t
Springer Nature eBook
776
0 8
$i
Printed edition:
$z
9783030917449
776
0 8
$i
Printed edition:
$z
9783030917463
830
0
$a
Springer Texts in Business and Economics,
$x
2192-4333
$3
1253711
856
4 0
$u
https://doi.org/10.1007/978-3-030-91745-6
912
$a
ZDB-2-BUM
912
$a
ZDB-2-SXBM
950
$a
Business and Management (SpringerNature-41169)
950
$a
Business and Management (R0) (SpringerNature-43719)
筆 0 讀者評論
多媒體
評論
新增評論
分享你的心得
Export
取書館別
處理中
...
變更密碼[密碼必須為2種組合(英文和數字)及長度為10碼以上]
登入