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: Weber Thomas A. Название: Optimal Control Theory with Applications in Economics ISBN: 0262015730 ISBN-13(EAN): 9780262015738 Издательство: MIT Press Рейтинг: Цена: 10157.00 р. 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: Luc Pronzato; Anatoly Zhigljavsky Название: Optimal Design and Related Areas in Optimization and Statistics ISBN: 1441927328 ISBN-13(EAN): 9781441927323 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Dedicated to Henry P. Wynn, this edited volume reflects his broad range of research interests, focusing in particular on the applications of optimal design theory in optimization and statistics. Chapters survey the existing literature and contain new material.
Автор: Wim J. van der Linden Название: Linear Models for Optimal Test Design ISBN: 1441919031 ISBN-13(EAN): 9781441919038 Издательство: Springer Рейтинг: Цена: 21661.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Over my nearly forty years of teaching and conducting research in the ?eld of psychometric methods, I have seen a number of major technical advances that respond to pressing educational and psychological measu- mentproblems. Thedevelopmentofcriterion-referencedassessmentwasthe ?rst, beginning in the late 1960s with the important work of Robert Glaser and Jim Popham, in response to the need for assessments that considered candidate performance in relation to a well-de?ned body of knowledge and skills rather than in relation to a norm group. The development of criterion-referenced testing methodology with a focus on decision-theoretic concepts and methods, content validity, standard-setting, and the recog- tionofthemeritsofbothcriterion-norm-referencedandcriterion-referenced assessments has tremendously in?uenced current test theory and testing . The second major advance was the introduction of item response-theory (IRT) and associated models and their applications to replace classical test theory (CTT) and related practices. Beginning slowly in the 1940s and 1950s with the pioneering work of Frederic Lord, Allan Birnbaum, and GeorgRasch, bythe1970sthemeasurementjournalswerefullofimportant research studies describing new IRT models, technical advances in model parameter estimation and model ?t, and research on applications of IRT models to equating, test development, the detection of potentially biased test items, and adaptive testing. The overall goal has been to improve and expand measurement practices by overcoming several shortcomings of cl- sicaltesttheory: dependenceoftest-itemstatisticsandreliabilityestimates on examinee samples, dependence of examinee true score estimates on the particular choices of test items, and the limitation in CTT of modeling ex- viii Foreword aminee performance at the test level rather than at the item leve
Автор: Pedregal Название: Optimal Design through the Sub-Relaxation Method ISBN: 3319411586 ISBN-13(EAN): 9783319411583 Издательство: Springer Рейтинг: Цена: 10760.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides a comprehensive guide to analyzing and solving optimal design problems in continuous media by means of the so-called sub-relaxation method. Though the underlying ideas are borrowed from other, more classical approaches, here they are used and organized in a novel way, yielding a distinct perspective on how to approach this kind of optimization problems. Starting with a discussion of the background motivation, the book broadly explains the sub-relaxation method in general terms, helping readers to grasp, from the very beginning, the driving idea and where the text is heading. In addition to the analytical content of the method, it examines practical issues like optimality and numerical approximation. Though the primary focus is on the development of the method for the conductivity context, the book’s final two chapters explore several extensions of the method to other problems, as well as formal proofs. The text can be used for a graduate course in optimal design, even if the method would require some familiarity with the main analytical issues associated with this type of problems. This can be addressed with the help of the provided bibliography.
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