Optimal control theory with applications in economics:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass. [u.a.]
MIT Press
2011
|
| Subjects: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024367818&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Item Description: | Includes bibliographical references and index |
| Physical Description: | XII, 360 S. graph. Darst. |
| ISBN: | 9780262015738 |
Staff View
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| 245 | 1 | 0 | |a Optimal control theory with applications in economics |c Thomas A. Weber |
| 264 | 1 | |a Cambridge, Mass. [u.a.] |b MIT Press |c 2011 | |
| 300 | |a XII, 360 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Includes bibliographical references and index | ||
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Economics |x Mathematical models | |
| 650 | 4 | |a Control theory | |
| 650 | 4 | |a Mathematical optimization | |
| 650 | 4 | |a Game theory | |
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Record in the Search Index
| _version_ | 1819271588713857024 |
|---|---|
| adam_text | Contents
Foreword by A. V. Kryazhimskiy
ix
Acknowledgments
xi
1
Introduction
1
1.1
Outline
3
1.2
Prerequisites
5
1.3
A Brief History of Optimal Control
5
1.4
Notes
15
2
Ordinary Differential Equations
17
2.1
Overview
17
2.2
First-Order ODEs
20
2.3
Higher-Order ODEs and Solution Techniques
67
2.4
Notes
75
2.5
Exercises
76
3
Optimal Control Theory
81
3.1
Overview
81
3.2
Control Systems
83
3.3
Optimal Control
—
A Motivating Example
88
3.4
Finite-Horizon Optimal Control
103
3.5
Infinite-Horizon Optimal Control
113
3.6
Supplement
1 :
A Proof of the Pontryagin
Maximum Principle
119
3.7
Supplement
2:
The Filippov Existence Theorem
135
3.8
Notes
140
3.9
Exercises
141
viii Contents
Game Theory
149
4.1
Overview
149
4.2
Fundamental Concepts
155
4.3
Differential Games
188
4.4
Notes
202
4.5
Exercises
203
Mechanism Design
207
5.1
Motivation
207
5.2
A Model with Two Types
208
5.3
The Screening Problem
215
5.4
Nonlinear Pricing
220
5.5
Notes
226
5.6
Exercises
227
Appendix A: Mathematical Review
231
A.I Algebra
231
A.2 Normed Vector Spaces
233
A.3 Analysis
240
A.4 Optimization
246
A.5 Notes
251
Appendix B: Solutions to Exercises
253
B.I Numerical Methods
253
B.2 Ordinary Differential Equations
258
B.3 Optimal Control Theory
271
B.4 Game Theory
302
B.5 Mechanism Design
324
Appendix C: Intellectual Heritage
333
References
335
Index
349
|
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| discipline | Mathematik Wirtschaftswissenschaften |
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| id | DE-604.BV039515192 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T15:56:20Z |
| institution | BVB |
| isbn | 9780262015738 |
| language | English |
| lccn | 2010046482 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024367818 |
| oclc_num | 681535199 |
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| owner_facet | DE-M382 DE-2070s DE-703 DE-11 DE-N2 DE-945 DE-634 DE-83 DE-384 DE-Re13 DE-BY-UBR DE-188 |
| physical | XII, 360 S. graph. Darst. |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | MIT Press |
| record_format | marc |
| spellingShingle | Weber, Thomas A. 1969- Optimal control theory with applications in economics Mathematisches Modell Wirtschaft Economics Mathematical models Control theory Mathematical optimization Game theory Optimale Kontrolle (DE-588)4121428-6 gnd Wirtschaftswissenschaften (DE-588)4066528-8 gnd |
| subject_GND | (DE-588)4121428-6 (DE-588)4066528-8 |
| title | Optimal control theory with applications in economics |
| title_auth | Optimal control theory with applications in economics |
| title_exact_search | Optimal control theory with applications in economics |
| title_full | Optimal control theory with applications in economics Thomas A. Weber |
| title_fullStr | Optimal control theory with applications in economics Thomas A. Weber |
| title_full_unstemmed | Optimal control theory with applications in economics Thomas A. Weber |
| title_short | Optimal control theory with applications in economics |
| title_sort | optimal control theory with applications in economics |
| topic | Mathematisches Modell Wirtschaft Economics Mathematical models Control theory Mathematical optimization Game theory Optimale Kontrolle (DE-588)4121428-6 gnd Wirtschaftswissenschaften (DE-588)4066528-8 gnd |
| topic_facet | Mathematisches Modell Wirtschaft Economics Mathematical models Control theory Mathematical optimization Game theory Optimale Kontrolle Wirtschaftswissenschaften |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024367818&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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