Optimal control theory : applications to management science and economics
著者
書誌事項
Optimal control theory : applications to management science and economics
Springer, 2006, c2000
2nd ed
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注記
"First paperback printing, 2006" -- T.p. verso
First ed.: 1981
Includes bibliographical references (p. [417]-481) and index
内容説明・目次
内容説明
Optimal control methods are used to determine optimal ways to control a dynamic system. The theoretical work in this field serves as a foundation for the book, which the authors have applied to business management problems developed from their research and classroom instruction.
Sethi and Thompson have provided management science and economics communities with a thoroughly revised edition of their classic text on Optimal Control Theory. The new edition has been completely refined with careful attention to the text and graphic material presentation. Chapters cover a range of topics including finance, production and inventory problems, marketing problems, machine maintenance and replacement, problems of optimal consumption of natural resources, and applications of control theory to economics. The book contains new results that were not available when the first edition was published, as well as an expansion of the material on stochastic optimal control theory.
目次
Preface to First Edition.- Preface to Second Edition.- What is Optimal Control Theory?.- The Maximum Principle: Continuous Time.- The Maximum Principle: Mixed Inequality Constraints.- The Maximum Principle: General Inequality Constraints.- Applications to Finance.- Applications to Production and Inventory.- Applications to Marketing.- The Maximum Principle: Discrete Time.- Maintenance and Replacement.- Applications to Natural Resources.- Economic Applications.- Differential Games, Distributed Systems, and Impulse Control.- Stochastic Optimal Control.- Solutions of Linear Differential Equations.- Calculus of Variations and Optimal Control Theory.- An Alternative Derivation of the Maximum Principle.- Special Topics in Optimal Control.- Answers to Selected Exercises.- Bibliography.- Index.- List of Figures.- List of Tables.
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