Introductory Optimization Dynamics
Author: P. N. V. Tu
Publisher:
Published: 2014-01-15
Total Pages: 408
ISBN-13: 9783662007204
DOWNLOAD EBOOK →Author: P. N. V. Tu
Publisher:
Published: 2014-01-15
Total Pages: 408
ISBN-13: 9783662007204
DOWNLOAD EBOOK →Author: Morton I. Kamien
Publisher: Courier Corporation
Published: 2013-04-17
Total Pages: 402
ISBN-13: 0486310280
DOWNLOAD EBOOK →Since its initial publication, this text has defined courses in dynamic optimization taught to economics and management science students. The two-part treatment covers the calculus of variations and optimal control. 1998 edition.
Author: Karl Hinderer
Publisher: Springer
Published: 2017-01-12
Total Pages: 530
ISBN-13: 3319488147
DOWNLOAD EBOOK →This book explores discrete-time dynamic optimization and provides a detailed introduction to both deterministic and stochastic models. Covering problems with finite and infinite horizon, as well as Markov renewal programs, Bayesian control models and partially observable processes, the book focuses on the precise modelling of applications in a variety of areas, including operations research, computer science, mathematics, statistics, engineering, economics and finance. Dynamic Optimization is a carefully presented textbook which starts with discrete-time deterministic dynamic optimization problems, providing readers with the tools for sequential decision-making, before proceeding to the more complicated stochastic models. The authors present complete and simple proofs and illustrate the main results with numerous examples and exercises (without solutions). With relevant material covered in four appendices, this book is completely self-contained.
Author: P.N.V. Tu
Publisher: Springer Science & Business Media
Published: 2013-11-11
Total Pages: 401
ISBN-13: 3662007193
DOWNLOAD EBOOK →Optimal Control theory has been increasingly used in Economi- and Management Science in the last fifteen years or so. It is now commonplace, even at textbook level. It has been applied to a great many areas of Economics and Management Science, such as Optimal Growth, Optimal Population, Pollution control, Natural Resources, Bioeconomics, Education, International Trade, Monopoly, Oligopoly and Duopoly, Urban and Regional Economics, Arms Race control, Business Finance, Inventory Planning, Marketing, Maintenance and Replacement policy and many others. It is a powerful tool of dynamic optimization. There is no doubt social sciences students should be familiar with this tool, if not for their own research, at least for reading the literature. These Lecture Notes attempt to provide a plain exposition of Optimal Control Theory, with a number of economic examples and applications designed mainly to illustrate the various techniques and point out the wide range of possible applications rather than to treat exhaustively any area of economic theory or policy. Chapters 2,3 and 4 are devoted to the Calculus of Variations, Chapter 5 develops Optimal Control theory from the Variational approach, Chapter 6 deals with the problems of constrained state and control variables , Chapter 7, with Linear Control models and Chapter 8, with stabilization models. Discrete systems are discussed in Chapter 9 and Sensitivity analysis in Chapter 10. Chapter 11 presents a wide range of Economics and Management Science applications.
Author: Pierre N. V. Tu
Publisher: Springer Science & Business Media
Published: 1984
Total Pages: 387
ISBN-13: 9783540133056
DOWNLOAD EBOOK →Author: Daniel Léonard
Publisher: Cambridge University Press
Published: 1992-01-31
Total Pages: 372
ISBN-13: 9780521337465
DOWNLOAD EBOOK →Optimal control theory is a technique being used increasingly by academic economists to study problems involving optimal decisions in a multi-period framework. This textbook is designed to make the difficult subject of optimal control theory easily accessible to economists while at the same time maintaining rigour. Economic intuitions are emphasized, and examples and problem sets covering a wide range of applications in economics are provided to assist in the learning process. Theorems are clearly stated and their proofs are carefully explained. The development of the text is gradual and fully integrated, beginning with simple formulations and progressing to advanced topics such as control parameters, jumps in state variables, and bounded state space. For greater economy and elegance, optimal control theory is introduced directly, without recourse to the calculus of variations. The connection with the latter and with dynamic programming is explained in a separate chapter. A second purpose of the book is to draw the parallel between optimal control theory and static optimization. Chapter 1 provides an extensive treatment of constrained and unconstrained maximization, with emphasis on economic insight and applications. Starting from basic concepts, it derives and explains important results, including the envelope theorem and the method of comparative statics. This chapter may be used for a course in static optimization. The book is largely self-contained. No previous knowledge of differential equations is required.
Author: Pierre N. V. Tu
Publisher: Berlin ; New York : Springer-Verlag
Published: 1991
Total Pages: 474
ISBN-13: 9780387544625
DOWNLOAD EBOOK →Author: Edwin K. P. Chong
Publisher: John Wiley & Sons
Published: 2004-04-05
Total Pages: 497
ISBN-13: 0471654000
DOWNLOAD EBOOK →A modern, up-to-date introduction to optimization theory and methods This authoritative book serves as an introductory text to optimization at the senior undergraduate and beginning graduate levels. With consistently accessible and elementary treatment of all topics, An Introduction to Optimization, Second Edition helps students build a solid working knowledge of the field, including unconstrained optimization, linear programming, and constrained optimization. Supplemented with more than one hundred tables and illustrations, an extensive bibliography, and numerous worked examples to illustrate both theory and algorithms, this book also provides: * A review of the required mathematical background material * A mathematical discussion at a level accessible to MBA and business students * A treatment of both linear and nonlinear programming * An introduction to recent developments, including neural networks, genetic algorithms, and interior-point methods * A chapter on the use of descent algorithms for the training of feedforward neural networks * Exercise problems after every chapter, many new to this edition * MATLAB(r) exercises and examples * Accompanying Instructor's Solutions Manual available on request An Introduction to Optimization, Second Edition helps students prepare for the advanced topics and technological developments that lie ahead. It is also a useful book for researchers and professionals in mathematics, electrical engineering, economics, statistics, and business. An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department.
Author: Alpha C. Chiang
Publisher:
Published: 2000
Total Pages: 0
ISBN-13: 9781577660965
DOWNLOAD EBOOK →INTRODUCTION 1.
Author: Dimitris Bertsimas
Publisher:
Published: 1997-01-01
Total Pages: 587
ISBN-13: 9781886529199
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