Optimal control theory : applications to management science and economics /

Bibliographic Details
Main Author: Sethi, Suresh P.
Other Authors: Thompson, Gerlad Luther, 1923-
Format: eBook
Language:English
Published: New York : Springer, 2006
Edition:2nd ed.
Subjects:
Online Access:https://archive.org/details/springer_10.1007-0-387-29903-3?q=sethi+optimal+control+theory
Table of Contents:
  • What is Optimal Control Theory?
  • The Maximum Principle: Continuous Time
  • The Maximum Principle: Mixed Inequality Constraints
  • The Maximum Principle: General Inequality Constraints Applications to Finance
  • Applications to Production and Inventory
  • Applications to Marketing
  • The Maximum Principle: Discrete Time
  • Maintenance and Replacement
  • Applications to Natural Resources
  • Economic Applications
  • Differential Games, Distributed Systems, and Impulse Control
  • Stochastic Optimal Control.