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 |
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