Verfügbarkeit: Dynamic optimization | Technische Universität München

Dynamic optimization: the calculus of variations and optimal control in economics and management

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Bibliographische Detailangaben
Beteiligte Personen:	Kamien, Morton I. (VerfasserIn), Schwartz, Nancy L. (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	New York [u.a.] North Holland 1981
Ausgabe:	2. print.
Schriftenreihe:	Dynamic economics 4
Schlagwörter:	Mathematik Wirtschaftswissenschaften Management Dynamische Optimierung Variationsrechnung Optimierung Optimale Kontrolle Kontrolltheorie Aufsatzsammlung - Dynamische Optimierung Aufsatzsammlung - Infinitesimalrechnung
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015341355&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Umfang:	331 S.
ISBN:	0444004246

Internformat

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Datensatz im Suchindex

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adam_text	Contents Preface ix PARTI. CALCULUS OF VARIATIONS 1 Section 1. Introduction 3 production, growth, investment Section 2. Example Solved 11 Section 3. Simplest Problem—Euler Equation 14 Section 4. Examples and Interpretations 20 production, consumption Section 5. Solving the Euler Equation in Special Cases 28 production, investment, pricing, exhaustible resource Section 6. Second Order Conditions 37 Section 7. Isoperimetric Problem 43 exhaustible resource Section 8. Free End Value 48 checking systems that may fail Section 9. Free Horizon—Transversality Conditions 53 production, consumption, exhaustible resource Section 10. Equality Constrained Endpoint 61 minority neighborhood vi Contents Section 11. Salvage Value 66 research and development Section 12. Inequality Constrained Endpoint 72 land use Section 13. Comers 79 Section 14. Inequality Constraints in (t, x) 83 production Section 15. Infinite Horizon Autonomous Problems 88 Section 16. Most Rapid Approach Paths 90 advertising, investment, fishing Section 17. Diagrammatic Analysis 95 growth Section 18. Several Functions 104 PART II. OPTIMAL CONTROL 109 Section 1. Introduction HI production planning, growth, investment Section 2. Simplest Problem—Necessary Conditions 114 new product pricing Section 3. Sufficiency 122 Section 4. Interpretations 125 investment Section 5. Several Variables 130 Section 6. Fixed Endpoint Problems 135 production, growth with an exhaustible resource Section 7. Various Endpoint Conditions 143 consumption Section 8. Discounting, Current Values, Comparative Dynamics 151 investment, pollution Section 9. Equilibria in Infinite Horizon Autonomous Problems 159 advertising, growth, fishing Contents vii Section 10. Bounded Controls 170 production, machine maintenance and sale, human capital Section 11. Further Control Constraint 180 Section 12. Discontinuous and Bang Bang Control 186 investment, machine maintenance Section 13. Singular Solutions and Most Rapid Approach Paths 193 road building, investment, advertising, growth Section 14. The Pontryagin Maximum Principle, Existence 201 Section 15. Further Sufficiency Theorems 204 growth, limit pricing Section 16. Alternative Formulations 212 Section 17. State Variable Inequality Constraints 215 pollution, dividends Section 18. Jumps in the State Variable 226 product diversity Section 19. Delayed Response 233 limit pricing, investment Section 20. Dynamic Programming 238 Section 21. Stochastic Optimal Control 243 consumption and investment in risky and riskless assets APPENDIX A. CALCULUS AND NONLINEAR PROGRAMMING 251 Section 1. Calculus Techniques 253 Section 2. Mean Value Theorems 256 Section 3. Concave and Convex Functions 260 Section 4. Maxima and Minima 265 Section 5. Equality Constrained Optimization 269 Section 6. Inequality Constrained Optimization 275 Section 7. Line Integrals and Green s Theorem 282 vifi Contents APPENDIX B. DIFFERENTIAL EQUATIONS 285 Section 1. Introduction 287 Section 2. Linear First Order Differential Equations 290 Section 3. Linear Second Order Differential Equations 294 Section 4. Linear nth Order Differential Equations 301 Section 5. A Pair of Linear Equations 306 Section 6. Existence and Uniqueness of Solutions 312 References 315 Author Index 325 Subject Index 329
any_adam_object	1
author	Kamien, Morton I. Schwartz, Nancy L.
author_facet	Kamien, Morton I. Schwartz, Nancy L.
author_role	aut aut
author_sort	Kamien, Morton I.
author_variant	m i k mi mik n l s nl nls
building	Verbundindex
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ctrlnum	(OCoLC)248125728 (DE-599)BVBBV022126707
dewey-full	519.622
dewey-hundreds	500 - Natural sciences and mathematics
dewey-ones	519 - Probabilities and applied mathematics
dewey-raw	519.622
dewey-search	519.622
dewey-sort	3519.622
dewey-tens	510 - Mathematics
discipline	Mathematik
edition	2. print.
format	Book
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genre	Aufsatzsammlung - Dynamische Optimierung Aufsatzsammlung - Infinitesimalrechnung
genre_facet	Aufsatzsammlung - Dynamische Optimierung Aufsatzsammlung - Infinitesimalrechnung
id	DE-604.BV022126707
illustrated	Not Illustrated
indexdate	2024-12-20T12:48:37Z
institution	BVB
isbn	0444004246
language	English
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oclc_num	248125728
open_access_boolean
owner	DE-706
owner_facet	DE-706
physical	331 S.
publishDate	1981
publishDateSearch	1981
publishDateSort	1981
publisher	North Holland
record_format	marc
series	Dynamic economics
series2	Dynamic economics
spellingShingle	Kamien, Morton I. Schwartz, Nancy L. Dynamic optimization the calculus of variations and optimal control in economics and management Dynamic economics Mathematik (DE-588)4037944-9 gnd Wirtschaftswissenschaften (DE-588)4066528-8 gnd Management (DE-588)4037278-9 gnd Dynamische Optimierung (DE-588)4125677-3 gnd Variationsrechnung (DE-588)4062355-5 gnd Optimierung (DE-588)4043664-0 gnd Optimale Kontrolle (DE-588)4121428-6 gnd Kontrolltheorie (DE-588)4032317-1 gnd
subject_GND	(DE-588)4037944-9 (DE-588)4066528-8 (DE-588)4037278-9 (DE-588)4125677-3 (DE-588)4062355-5 (DE-588)4043664-0 (DE-588)4121428-6 (DE-588)4032317-1
title	Dynamic optimization the calculus of variations and optimal control in economics and management
title_auth	Dynamic optimization the calculus of variations and optimal control in economics and management
title_exact_search	Dynamic optimization the calculus of variations and optimal control in economics and management
title_full	Dynamic optimization the calculus of variations and optimal control in economics and management
title_fullStr	Dynamic optimization the calculus of variations and optimal control in economics and management
title_full_unstemmed	Dynamic optimization the calculus of variations and optimal control in economics and management
title_short	Dynamic optimization
title_sort	dynamic optimization the calculus of variations and optimal control in economics and management
title_sub	the calculus of variations and optimal control in economics and management
topic	Mathematik (DE-588)4037944-9 gnd Wirtschaftswissenschaften (DE-588)4066528-8 gnd Management (DE-588)4037278-9 gnd Dynamische Optimierung (DE-588)4125677-3 gnd Variationsrechnung (DE-588)4062355-5 gnd Optimierung (DE-588)4043664-0 gnd Optimale Kontrolle (DE-588)4121428-6 gnd Kontrolltheorie (DE-588)4032317-1 gnd
topic_facet	Mathematik Wirtschaftswissenschaften Management Dynamische Optimierung Variationsrechnung Optimierung Optimale Kontrolle Kontrolltheorie Aufsatzsammlung - Dynamische Optimierung Aufsatzsammlung - Infinitesimalrechnung
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015341355&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
volume_link	(DE-604)BV001892227
work_keys_str_mv	AT kamienmortoni dynamicoptimizationthecalculusofvariationsandoptimalcontrolineconomicsandmanagement AT schwartznancyl dynamicoptimizationthecalculusofvariationsandoptimalcontrolineconomicsandmanagement

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