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001441481 001__ 1441481
001441481 003__ OCoLC
001441481 005__ 20230309004741.0
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001441481 019__ $$a1291146884$$a1291170528$$a1291316823$$a1312916789
001441481 020__ $$a9783030917456$$q(electronic bk.)
001441481 020__ $$a3030917452$$q(electronic bk.)
001441481 020__ $$z9783030917449
001441481 020__ $$z3030917444
001441481 0247_ $$a10.1007/978-3-030-91745-6$$2doi
001441481 035__ $$aSP(OCoLC)1290840043
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001441481 049__ $$aISEA
001441481 050_4 $$aHD30.25$$b.S48 2021eb
001441481 08204 $$a658.4/033$$223
001441481 1001_ $$aSethi, Suresh P.,$$eauthor.
001441481 24510 $$aOptimal control theory :$$bapplications to management science and economics /$$cSuresh P. Sethi.
001441481 250__ $$aFourth edition.
001441481 264_1 $$aCham :$$bSpringer,$$c[2021]
001441481 264_4 $$c©2021
001441481 300__ $$a1 online resource (xxvii, 506 pages : illustrations (some color)).
001441481 336__ $$atext$$btxt$$2rdacontent
001441481 337__ $$acomputer$$bc$$2rdamedia
001441481 338__ $$aonline resource$$bcr$$2rdacarrier
001441481 4901_ $$aSpringer texts in business and economics
001441481 504__ $$aIncludes bibliographical references and index.
001441481 5050_ $$a1. What is Optimal Control Theory? -- 2. The Maximum Principle: Continuous Time -- 3. The Maximum Principle: Mixed Inequality Constraints -- 4. The Maximum Principle: Pure State and Mixed Inequality Constraints -- 5. Applications to Finance -- 6. Applications to Production and Inventory -- 7. Applications to Marketing -- 8. The Maximum Principle: Discrete Time -- 9. Maintenance and Replacement -- 10. Applications to Natural Resources -- 11. Applications to Economics -- 12. Stochastic Optimal Control -- 13. Differential Games.
001441481 506__ $$aAccess limited to authorized users.
001441481 520__ $$aThis new 4th edition offers an introduction to optimal control theory and its diverse applications in management science and economics. It introduces students to the concept of the maximum principle in continuous (as well as discrete) time by combining dynamic programming and Kuhn-Tucker theory. While some mathematical background is needed, the emphasis of the book is not on mathematical rigor, but on modeling realistic situations encountered in business and economics. It applies optimal control theory to the functional areas of management including finance, production and marketing, as well as the economics of growth and of natural resources. In addition, it features material on stochastic Nash and Stackelberg differential games and an adverse selection model in the principal-agent framework. Exercises are included in each chapter, while the answers to selected exercises help deepen readers understanding of the material covered. Also included are appendices of supplementary material on the solution of differential equations, the calculus of variations and its ties to the maximum principle, and special topics including the Kalman filter, certainty equivalence, singular control, a global saddle point theorem, Sethi-Skiba points, and distributed parameter systems. Optimal control methods are used to determine optimal ways to control a dynamic system. The theoretical work in this field serves as the foundation for the book, in which the author applies it to business management problems developed from his own research and classroom instruction. The new edition has been refined and updated, making it a valuable resource for graduate courses on applied optimal control theory, but also for financial and industrial engineers, economists, and operational researchers interested in applying dynamic optimization in their fields.
001441481 588__ $$aOnline resource; title from PDF title page (SpringerLink, viewed January 12, 2022).
001441481 650_0 $$aManagement$$xMathematical models.
001441481 650_0 $$aControl theory.
001441481 650_0 $$aOperations research.
001441481 650_6 $$aGestion$$xModèles mathématiques.
001441481 650_6 $$aThéorie de la commande.
001441481 650_6 $$aRecherche opérationnelle.
001441481 655_0 $$aElectronic books.
001441481 77608 $$iPrint version: $$z3030917444$$z9783030917449$$w(OCoLC)1280390690
001441481 830_0 $$aSpringer texts in business and economics.
001441481 852__ $$bebk
001441481 85640 $$3Springer Nature$$uhttps://univsouthin.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-3-030-91745-6$$zOnline Access$$91397441.1
001441481 909CO $$ooai:library.usi.edu:1441481$$pGLOBAL_SET
001441481 980__ $$aBIB
001441481 980__ $$aEBOOK
001441481 982__ $$aEbook
001441481 983__ $$aOnline
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