語系:
繁體中文
English
說明(常見問題)
圖資館首頁
登入
回首頁
切換:
標籤
|
MARC模式
|
ISBD
Optimal control theoryapplications t...
~
Sethi, Suresh P.
Optimal control theoryapplications to management science and economics /
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
Optimal control theoryby Suresh P. Sethi.
其他題名:
applications to management science and economics /
作者:
Sethi, Suresh P.
出版者:
Cham :Springer International Publishing :2021.
面頁冊數:
xxvii, 506 p. :ill. (some col.), digital ;24 cm.
Contained By:
Springer Nature eBook
標題:
ManagementMathematical models.
電子資源:
https://doi.org/10.1007/978-3-030-91745-6
ISBN:
9783030917456$q(electronic bk.)
Optimal control theoryapplications to management science and economics /
Sethi, Suresh P.
Optimal control theory
applications to management science and economics /[electronic resource] :by Suresh P. Sethi. - Fourth edition. - Cham :Springer International Publishing :2021. - xxvii, 506 p. :ill. (some col.), digital ;24 cm. - 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$q(electronic bk.)
Standard No.: 10.1007/978-3-030-91745-6doiSubjects--Topical Terms:
184128
Management
--Mathematical models.
LC Class. No.: HD30.25 / .S48 2021
Dewey Class. No.: 658.4033
Optimal control theoryapplications to management science and economics /
LDR
:03526nmm a2200361 a 4500
001
612247
003
DE-He213
005
20220103144528.0
006
m d
007
cr nn 008maaau
008
220526s2021 sz s 0 eng d
020
$a
9783030917456$q(electronic bk.)
020
$a
9783030917449$q(paper)
024
7
$a
10.1007/978-3-030-91745-6
$2
doi
035
$a
978-3-030-91745-6
040
$a
GP
$c
GP
041
0
$a
eng
050
4
$a
HD30.25
$b
.S48 2021
072
7
$a
KJT
$2
bicssc
072
7
$a
BUS049000
$2
bisacsh
072
7
$a
KJT
$2
thema
072
7
$a
KJMD
$2
thema
082
0 4
$a
658.4033
$2
23
090
$a
HD30.25
$b
.S495 2021
100
1
$a
Sethi, Suresh P.
$3
468369
245
1 0
$a
Optimal control theory
$h
[electronic resource] :
$b
applications to management science and economics /
$c
by Suresh P. Sethi.
250
$a
Fourth edition.
260
$a
Cham :
$b
Springer International Publishing :
$b
Imprint: Springer,
$c
2021.
300
$a
xxvii, 506 p. :
$b
ill. (some col.), digital ;
$c
24 cm.
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
0
$a
Management
$x
Mathematical models.
$3
184128
650
0
$a
Control theory.
$3
182248
650
0
$a
Operations research.
$3
182516
650
1 4
$a
Operations Research/Decision Theory.
$3
273963
650
2 4
$a
Operations Research, Management Science.
$3
511451
650
2 4
$a
Optimization.
$3
274084
650
2 4
$a
Economic Theory/Quantitative Economics/Mathematical Methods.
$3
731081
650
2 4
$a
Industrial and Production Engineering.
$3
273753
650
2 4
$a
Systems Theory, Control.
$3
274654
710
2
$a
SpringerLink (Online service)
$3
273601
773
0
$t
Springer Nature eBook
830
0
$a
Springer texts in business and economics.
$3
557968
856
4 0
$u
https://doi.org/10.1007/978-3-030-91745-6
950
$a
Business and Management (SpringerNature-41169)
筆 0 讀者評論
全部
電子館藏
館藏
1 筆 • 頁數 1 •
1
條碼號
館藏地
館藏流通類別
資料類型
索書號
使用類型
借閱狀態
預約狀態
備註欄
附件
000000207721
電子館藏
1圖書
電子書
EB HD30.25 .S495 2021 2021
一般使用(Normal)
在架
0
1 筆 • 頁數 1 •
1
多媒體
多媒體檔案
https://doi.org/10.1007/978-3-030-91745-6
評論
新增評論
分享你的心得
Export
取書館別
處理中
...
變更密碼
登入