Dynamic Optimization and Differential Games (Hardcover, 2010 ed.)

DYNAMIC OPTIMIZATION AND DIFFERENTIAL GAMES has been written to address the increasing number of Operations Research and Management Science problems (that is, applications) that involve the explicit consideration of time and of gaming among multiple agents. It is a book that will be used both as a textbook and as a reference and guide to engineers, operation researchers, applied mathematicians and social scientists whose work involves the theoretical 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 todaya (TM)s technologically-driven-global economy: revenue management, supply chain management, electric power systems, urban freight systems, dynamic congestion pricing, dynamic traffic assignment, electronic commerce and the Internet. In addition, there will be some more traditional applications with useful pedagogical content included in Chapter 1.

The book combines an emphasis on deterministic models and methods along with an introduction to stochastic optimal control and stochastic differential games. And most important, the book covers both theory and applications. It develops the key results of deterministic, continuous time, optimal control theory from both the classical calculus of variations perspectives and the more modern approach of infinite dimensional mathematical programming. Infinite dimensional mathematical programming provides greater utility for solving continuous-time-differential-game problems.

General

Imprint:	Springer-Verlag New York
Country of origin:	United States
Series:	International Series in Operations Research & Management Science, 135
Release date:	September 2010
First published:	October 2010
Authors:	Terry L. Friesz
Dimensions:	235 x 155 x 28mm (L x W x T)
Format:	Hardcover
Pages:	502
Edition:	2010 ed.
ISBN-13:	978-0-387-72777-6
Categories:	Books > Science & Mathematics > Mathematics > Optimization > General Promotions
LSN:	0-387-72777-9
Barcode:	9780387727776

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!