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Dynamical Model and Optimal Control (Paperback, None ed.)
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Dynamical Model and Optimal Control (Paperback, None ed.)
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This book is designed as an advanced undergraduate or a first-year
graduate course for students from various disciplines and in
particular from Economics and Social Sciences. The first part
develops the fundamental aspects of mathematical modeling, dealing
with both continuous time systems (differential equations) and
discrete time systems (difference equations). Particular attention
is devoted to equilibria, their classification in the linear case,
and their stability. An effort has been made to convey intuition
and emphasize connections and concrete aspects, without giving up
the necessary theoretical tools. The second part introduces the
basic concepts and techniques of Dynamic Optimization, covering the
first elements of Calculus of Variations, the variational
formulation of the most common problems in deterministic Optimal
Control, both in continuous and discrete versions.
General
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