Optimal Control and Differential Games, Georges Zaccour

Автор: Christophe Deissenberg; Richard F. Hartl
Название: Optimal Control and Dynamic Games
ISBN: 1441938397 ISBN-13(EAN): 9781441938398
Издательство: Springer
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Описание: Optimal Control and Dynamic Games has been edited to honor the outstanding contributions of Professor Suresh Sethi in the fields of Applied Optimal Control.

Автор: Steffen J?rgensen; Georges Zaccour
Название: Differential Games in Marketing
ISBN: 1461347246 ISBN-13(EAN): 9781461347248
Издательство: Springer
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Цена: 20962.00 р.
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Описание: Game theory has proven useful to represent and conceptualize problems of conflict and cooperation in a formal way, and to predict the outcome of such situations. Differential games are dynamic games that are particularly designed to study systems where observations and decisions are made in real time.

Автор: Terry L. Friesz
Название: Dynamic Optimization and Differential Games
ISBN: 1461426804 ISBN-13(EAN): 9781461426806
Издательство: Springer
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Цена: 30606.00 р.
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Описание: Dynamic Optimization and Differential Games has been written to address the increasing number of Operations Research and Management Science problems that involve the explicit consideration of time and of gaming among multiple agents. With end-of-chapter exercises throughout, it is a book that can be used both as a reference and as a textbook. It will be useful as a guide to engineers, operations researchers, applied mathematicians and social scientists whose work involves both the theoretical and computational aspects of dynamic optimization and differential games. Included throughout the text are detailed explanations of several original dynamic and game-theoretic mathematical models which are of particular relevance in today`s technologically-driven-global economy: revenue management, oligopoly pricing, production planning, supply chain management, dynamic traffic assignment and dynamic congestion pricing. The book emphasizes deterministic theory, computational tools and applications associated with the study of dynamic optimization and competition in continuous time. It develops the key results of deterministic, continuous time, optimal control theory from both the classical calculus of variations perspective and the more modern approach of infinite dimensional mathematical programming. These results are then generalized for the analysis of differential variational inequalities arising in dynamic game theory for open loop environments. Algorithms covered include steepest descent in Hilbert space, gradient projection in Hilbert space, fixed point methods, and gap function methods.

Автор: Ramachandran, Kandethody M. Tsokos, Chris P.
Название: Stochastic differential games. theory and applications
ISBN: 9462390479 ISBN-13(EAN): 9789462390478
Издательство: Springer
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Цена: 11173.00 р.
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Описание: The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.

Автор: David W.K. Yeung; Leon A. Petrosjan
Название: Cooperative Stochastic Differential Games
ISBN: 1441920943 ISBN-13(EAN): 9781441920942
Издательство: Springer
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Цена: 19564.00 р.
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Описание: Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are used widely in practice and the focus of much current research.

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: 27251.00 р.
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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: Bowon Kim
Название: Optimal Control Applications for Operations Strategy
ISBN: 9811035989 ISBN-13(EAN): 9789811035982
Издательство: Springer
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Цена: 16769.00 р.
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Описание: This book focuses on the applications of optimal control theory to operations strategy and supply chain management.

Автор: Didier Cossin; Felipe M. Aparicio Acosta
Название: Optimal Control of Credit Risk
ISBN: 0792379381 ISBN-13(EAN): 9780792379386
Издательство: Springer
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Цена: 20962.00 р.
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Описание: Presents an alternative methodology to deal with a financial problem: the control of credit risk. This monograph includes chapters that review the main avenues of literature related to our problem; provide a brief overview of the main optimal control principles; and, present the models and their setting.

Автор: Aaron Strauss
Название: An Introduction to Optimal Control Theory
ISBN: 3540042520 ISBN-13(EAN): 9783540042525
Издательство: Springer
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Цена: 12157.00 р.
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Описание: For example, many existing proofs in control theory for compact targets and uniqueness of solutions also hold for closed targets and non-uniqueness.

Автор: Dieter Grass; Jonathan P. Caulkins; Gustav Feichti
Название: Optimal Control of Nonlinear Processes
ISBN: 3642096395 ISBN-13(EAN): 9783642096396
Издательство: Springer
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Цена: 29209.00 р.
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Описание: This volume is designed to be a lively introduction to the mathematics of this rapidly advancing subject, and a bridge to a number of hot topics in the economics of crime for current scholars.

Автор: Dean A. Carlson; Alain B. Haurie; Arie Leizarowitz
Название: Infinite Horizon Optimal Control
ISBN: 3642767575 ISBN-13(EAN): 9783642767579
Издательство: Springer
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Цена: 15372.00 р.
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Описание: This monograph deals with various classes of deterministic and stochastic continuous time optimal control problems that are defined over unbounded time intervals. Briefly, this problem can be described as a Lagrange problem with unbounded time interval.

Автор: Didier Cossin; Felipe M. Aparicio Acosta
Название: Optimal Control of Credit Risk
ISBN: 1461355311 ISBN-13(EAN): 9781461355311
Издательство: Springer
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Цена: 13974.00 р.
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Описание: Optimal Control of Credit Risk presents an alternative methodology to deal with a financial problem that has not been well analyzed yet: the control of credit risk.