Optimal Control Models in Finance, Ping Chen; Sardar M. N. Islam

Автор: S. Holly; M. Zarrop
Название: Optimal Control for Econometric Models
ISBN: 1349160946 ISBN-13(EAN): 9781349160945
Издательство: Springer
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Цена: 27940.00 T
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Автор: Weber Thomas A.
Название: Optimal Control Theory with Applications in Economics
ISBN: 0262015730 ISBN-13(EAN): 9780262015738
Издательство: MIT Press
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Цена: 67710.00 T
Наличие на складе: Нет в наличии.
Описание:

A rigorous introduction to optimal control theory, with an emphasis on applications in economics.

This book bridges optimal control theory and economics, discussing ordinary differential equations, optimal control, game theory, and mechanism design in one volume. Technically rigorous and largely self-contained, it provides an introduction to the use of optimal control theory for deterministic continuous-time systems in economics. The theory of ordinary differential equations (ODEs) is the backbone of the theory developed in the book, and chapter 2 offers a detailed review of basic concepts in the theory of ODEs, including the solution of systems of linear ODEs, state-space analysis, potential functions, and stability analysis. Following this, the book covers the main results of optimal control theory, in particular necessary and sufficient optimality conditions; game theory, with an emphasis on differential games; and the application of control-theoretic concepts to the design of economic mechanisms. Appendixes provide a mathematical review and full solutions to all end-of-chapter problems.

The material is presented at three levels: single-person decision making; games, in which a group of decision makers interact strategically; and mechanism design, which is concerned with a designer's creation of an environment in which players interact to maximize the designer's objective. The book focuses on applications; the problems are an integral part of the text. It is intended for use as a textbook or reference for graduate students, teachers, and researchers interested in applications of control theory beyond its classical use in economic growth. The book will also appeal to readers interested in a modeling approach to certain practical problems involving dynamic continuous-time models.

Автор: Song
Название: Optimal Control and Optimization of Stochastic Supply Chain Systems
ISBN: 1447147235 ISBN-13(EAN): 9781447147237
Издательство: Springer
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Цена: 139310.00 T
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Описание: This book demonstrates the structural characteristics of the optimal control policies in various stochastic supply chains and to shows how to make use of these characteristics to construct easy-to-operate sub-optimal policies.

Автор: Berkovitz
Название: Nonlinear Optimal Control Theory
ISBN: 1466560266 ISBN-13(EAN): 9781466560260
Издательство: Taylor&Francis
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Цена: 148010.00 T
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Описание:

Nonlinear Optimal Control Theory presents a deep, wide-ranging introduction to the mathematical theory of the optimal control of processes governed by ordinary differential equations and certain types of differential equations with memory. Many examples illustrate the mathematical issues that need to be addressed when using optimal control techniques in diverse areas.

Автор: John E. Lagnese; David L. Russell; Luther W. White
Название: Control and Optimal Design of Distributed Parameter Systems
ISBN: 1461384621 ISBN-13(EAN): 9781461384625
Издательство: Springer
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Цена: 111790.00 T
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Описание: The articles in this volume focus on control theory of systems governed by nonlinear linear partial differential equations, identification and optimal design of such systems, and modelling of advanced materials.

Автор: Naum Z. Shor; Ivan V. Sergienko; Vasyl S. Deineka
Название: Optimal Control of Distributed Systems with Conjugation Conditions
ISBN: 1441954775 ISBN-13(EAN): 9781441954770
Издательство: Springer
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Цена: 153720.00 T
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Описание: Sanchez-Palencia [94] and others stress that it is necessary to consider how thin inclusions/cracks exert their influences onto development of these processes, while such inclusions differ in characteristics from main media to a considerable extent (moisture permeability, permeability to heat, bulk density or shear strength may be mentioned).

Автор: Wan-Xie Zhong
Название: Duality System in Applied Mechanics and Optimal Control
ISBN: 1475779178 ISBN-13(EAN): 9781475779172
Издательство: Springer
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Цена: 46570.00 T
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Описание: The Hamilton system methodology in analytical mechanics is used for eigenvalue problems, vibration theory, gyroscopic systems, structural mechanics, wave-guide, LQ control, Kalman filter, robust control etc.

Название: Calculus of Variations and Optimal Control Theory
ISBN: 0691151873 ISBN-13(EAN): 9780691151878
Издательство: Wiley
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Цена: 88710.00 T
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Описание: Offers an introduction to calculus of variations and optimal control theory, and is a self-contained resource for graduate students in engineering, applied mathematics, and related subjects. This book traces the historical development of the subject and features numerous exercises, notes and references at the end of each chapter.

Автор: Altannar Chinchuluun; Panos Pardalos; Rentsen Enkh
Название: Optimization and Optimal Control
ISBN: 1461426243 ISBN-13(EAN): 9781461426240
Издательство: Springer
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Цена: 181670.00 T
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Описание: Optimization and optimal control have numerous applications in various disciplines and research in these areas is accelerating at a rapid pace. "Optimization and Optimal Control: Theory and Applications" brings together the latest developments in these areas of research as well as presents applications of these results to a wide range of real-world problems.

Автор: Chongyang Liu; Zhaohua Gong
Название: Optimal Control of Switched Systems Arising in Fermentation Processes
ISBN: 3662515407 ISBN-13(EAN): 9783662515402
Издательство: Springer
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Цена: 79190.00 T
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Описание: The book presents, in a systematic manner, the optimal controls under different mathematical models in fermentation processes. multistage time-delay systems and switched time-delay systems - for fed-batch fermentation processes are proposed and the theories and algorithms of their optimal control problems are studied and discussed.

Автор: James M Longuski; Jos? J. Guzm?n; John E. Prussing
Название: Optimal Control with Aerospace Applications
ISBN: 1493949179 ISBN-13(EAN): 9781493949175
Издательство: Springer
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Цена: 65290.00 T
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Описание: This book introduces the elementary computational techniques of optimal control in aerospace engineering. Throughout, use is made of the time-optimal launch of a satellite into orbit as an important case study. Includes problems and an online solution manual.

Автор: Boris S. Mordukhovich; Hector J. Sussmann
Название: Nonsmooth Analysis and Geometric Methods in Deterministic Optimal Control
ISBN: 1461384915 ISBN-13(EAN): 9781461384915
Издательство: Springer
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Цена: 97820.00 T
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Описание: This IMA Volume in Mathematics and its Applications NONSMOOTH ANALYSIS AND GEOMETRIC METHODS IN DETERMINISTIC OPTIMAL CONTROL is based on the proceedings of a workshop that was an integral part of the 1992-93 IMA program on "Control Theory.