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Optimal control theory with applications in economics

Optimal control theory with applications in economics (3회 대출)

자료유형
단행본
개인저자
Weber, Thomas A., 1969-.
서명 / 저자사항
Optimal control theory with applications in economics / Thomas A. Weber ; foreword by A.V. Kryazhimskiy.
발행사항
Cambridge, Mass. :   MIT Press,   c2011.  
형태사항
xii, 360 p. : ill. ; 24 cm.
ISBN
9780262015738 (hardcover : alk. paper) 0262015730 (hardcover : alk. paper)
서지주기
Includes bibliographical references and index.
일반주제명
Economics --Mathematical models. Control theory. Mathematical optimization. Game theory.
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008 190405s2011 maua b 001 0 eng d
010 ▼a 2010046482
020 ▼a 9780262015738 (hardcover : alk. paper)
020 ▼a 0262015730 (hardcover : alk. paper)
035 ▼a (KERIS)REF000016638499
040 ▼a DLC ▼c DLC ▼d YDX ▼d YDXCP ▼d UKMGB ▼d BWX ▼d DLC ▼d 211009
050 0 0 ▼a HB135 ▼b .W433 2011
082 0 0 ▼a 330.01/515642 ▼2 23
084 ▼a 330.01515642 ▼2 DDCK
090 ▼a 330.01515642 ▼b W376o
100 1 ▼a Weber, Thomas A., ▼d 1969-.
245 1 0 ▼a Optimal control theory with applications in economics / ▼c Thomas A. Weber ; foreword by A.V. Kryazhimskiy.
260 ▼a Cambridge, Mass. : ▼b MIT Press, ▼c c2011.
300 ▼a xii, 360 p. : ▼b ill. ; ▼c 24 cm.
504 ▼a Includes bibliographical references and index.
650 0 ▼a Economics ▼x Mathematical models.
650 0 ▼a Control theory.
650 0 ▼a Mathematical optimization.
650 0 ▼a Game theory.
945 ▼a KLPA

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 과학도서관/Sci-Info(2층서고)/ 청구기호 330.01515642 W376o 등록번호 121248466 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

목차

Cover -- Contents -- Foreword -- Acknowledgments -- 1- Introduction -- 1.1- Outline -- 1.2- Prerequisites -- 1.3- A Brief History of Optimal Control -- 1.4- Notes -- 2- Ordinary Differential Equations -- 2.1- Overview -- 2.2- First-Order ODEs -- 2.2.1 Definitions -- 2.2.2- Some Explicit Solutions When n = 1 -- 2.2.3- Well-Posed Problems -- 2.2.4- State-Space Analysis -- 2.2.5- Exact ODEs and Potential Function -- 2.2.6- Autonomous Systems -- 2.2.7- Stability Analysis -- 2.2.8- Limit Cycles and Invariance -- 2.3- Higher-Order ODEs and Solution Techniques -- 2.3.1- Reducing Higher-Order ODEs to First-Order ODEs -- 2.3.2- Solution Techniques -- 2.4- Notes -- 2.5- Exercises -- 3- Optimal Control Theory -- 3.1- Overview -- 3.2- Control Systems -- 3.2.1- Linear Controllability and Observability -- 3.2.2- Nonlinear Controllability -- 3.3- Optimal Control—A Motivating Example -- 3.3.1- A Simple Optimal Control Problem -- 3.3.2- Sufficient Optimality Conditions -- 3.3.3- Necessary Optimality Conditions -- 3.4- Finite-Horizon Optimal Control -- 3.5- Infinite-Horizon Optimal Control -- 3.6- Supplement 1: A Proof of the Pontryagin Maximum Principle -- 3.6.1- Problems without State-Control Constraints -- 3.6.2- Problems with State-Control Constraints -- 3.7- Supplement 2: The Filippov Existence Theorem -- 3.8- Notes -- 3.9- Exercises -- 4- Game Theory -- 4.1- Overview -- 4.2- Fundamental Concepts -- 4.2.1- Static Games of Complete Information -- 4.2.2- Static Games of Incomplete Information -- 4.2.3- Dynamic Games of Complete Information -- 4.2.4- Dynamic Games of Incomplete Information -- 4.3- Differential Games -- 4.3.1- Markovian Equilibria -- 4.3.2- Non-Markovian Equilibria -- 4.4- Notes -- 4.5- Exercises -- 5- Mechanism Design -- 5.1- Motivation -- 5.2- A Model with Two Types -- 5.3- The Screening Problem -- 5.4- Nonlinear Pricing -- 5.5- Notes -- 5.6- Exercises -- Appendix A: Mathematical Review -- A.1- Algebra -- A.2- Normed Vector Spaces -- A.3- Analysis -- A.4- Optimization -- A.5- Notes -- Appendix B: Solutions to Exercises -- B.1- Numerical Methods -- B.2- Ordinary Differential Equations -- B.3- Optimal Control Theory -- B.4- Game Theory -- B.5- Mechanism Design -- Appendix C: Intellectual Heritage -- References -- Index -- .

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