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Author : Ryszarda Rempała
Publisher :
ISBN 13 :
Total Pages : 52 pages
Book Rating : 4.3/5 (121 download)
Download or read book Forecast Horizon in a Dynamic Family of One-dimensional Control Problems written by Ryszarda Rempała and published by . This book was released on 1991 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Suresh P. Sethi
Publisher : Springer Nature
ISBN 13 : 3030917452
Total Pages : 520 pages
Book Rating : 4.0/5 (39 download)
Download or read book Optimal Control Theory written by Suresh P. Sethi and published by Springer Nature. This book was released on 2022-01-03 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new 4th edition offers an introduction to optimal control theory and its diverse applications in management science and economics. It introduces students to the concept of the maximum principle in continuous (as well as discrete) time by combining dynamic programming and Kuhn-Tucker theory. While some mathematical background is needed, the emphasis of the book is not on mathematical rigor, but on modeling realistic situations encountered in business and economics. It applies optimal control theory to the functional areas of management including finance, production and marketing, as well as the economics of growth and of natural resources. In addition, it features material on stochastic Nash and Stackelberg differential games and an adverse selection model in the principal-agent framework. Exercises are included in each chapter, while the answers to selected exercises help deepen readers’ understanding of the material covered. Also included are appendices of supplementary material on the solution of differential equations, the calculus of variations and its ties to the maximum principle, and special topics including the Kalman filter, certainty equivalence, singular control, a global saddle point theorem, Sethi-Skiba points, and distributed parameter systems. Optimal control methods are used to determine optimal ways to control a dynamic system. The theoretical work in this field serves as the foundation for the book, in which the author applies it to business management problems developed from his own research and classroom instruction. The new edition has been refined and updated, making it a valuable resource for graduate courses on applied optimal control theory, but also for financial and industrial engineers, economists, and operational researchers interested in applying dynamic optimization in their fields.
Author : Houmin Yan
Publisher : Springer Science & Business Media
ISBN 13 : 0387338152
Total Pages : 397 pages
Book Rating : 4.3/5 (873 download)
Download or read book Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems written by Houmin Yan and published by Springer Science & Business Media. This book was released on 2006-09-10 with total page 397 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edited volume contains 16 research articles. It presents recent and pressing issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing networks, and climate control. One of the salient features is that the book is highly multi-disciplinary. The book is dedicated to Professor Suresh Sethi on the occasion of his 60th birthday, in view of his distinguished career.
Author :
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ISBN 13 :
Total Pages : 540 pages
Book Rating : 4.3/5 (91 download)
Download or read book Annals of Differential Equations written by and published by . This book was released on 1996 with total page 540 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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ISBN 13 :
Total Pages : 864 pages
Book Rating : 4.3/5 (91 download)
Download or read book Dissertationes Mathematicae written by and published by . This book was released on 1966 with total page 864 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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ISBN 13 :
Total Pages : 660 pages
Book Rating : 4.3/5 (91 download)
Download or read book Mathematical Reviews written by and published by . This book was released on 1997 with total page 660 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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ISBN 13 :
Total Pages : 396 pages
Book Rating : 4.3/5 (91 download)
Download or read book Manufacturing & Service Operations Management written by and published by . This book was released on 2002 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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ISBN 13 :
Total Pages : 164 pages
Book Rating : 4.:/5 (318 download)
Download or read book Rozprawy Matematyczne written by and published by . This book was released on 1991 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : A. Lewandowski
Publisher : Springer
ISBN 13 : 3709126061
Total Pages : 323 pages
Book Rating : 4.7/5 (91 download)
Download or read book Methodology, Implementation and Applications of Decision Support Systems written by A. Lewandowski and published by Springer. This book was released on 2014-05-04 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book aims at giving the methodological framework for design decision support systems. Several applications are also described in detail, ranging from environment control, production planning, transportation planning. The book is of special interest to operations researchers, environment specialists, production planners, and transportation engineers.
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ISBN 13 :
Total Pages : 742 pages
Book Rating : 4.3/5 (91 download)
Download or read book Proceedings written by and published by . This book was released on 1995 with total page 742 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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ISBN 13 :
Total Pages : 604 pages
Book Rating : 4.:/5 (318 download)
Download or read book Proceedings of the 23rd IEEE Conference on Decision & Control, December 12-14, 1984, Las Vegas Hilton, Las Vegas, Nevada written by and published by . This book was released on 1984 with total page 604 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Institute of Management Sciences
Publisher :
ISBN 13 :
Total Pages : 252 pages
Book Rating : 4.X/5 (2 download)
Download or read book TIMS/ORSA Bulletin written by Institute of Management Sciences and published by . This book was released on 1994 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Yuri Ermoliev
Publisher : Springer Science & Business Media
ISBN 13 : 3642228844
Total Pages : 390 pages
Book Rating : 4.6/5 (422 download)
Download or read book Managing Safety of Heterogeneous Systems written by Yuri Ermoliev and published by Springer Science & Business Media. This book was released on 2012-01-31 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: Managing safety of diverse systems requires decision-making under uncertainties and risks. Such systems are typically characterized by spatio-temporal heterogeneities, inter-dependencies, externalities, endogenous risks, discontinuities, irreversibility, practically irreducible uncertainties, and rare events with catastrophic consequences. Traditional scientific approaches rely on data from real observations and experiments; yet no sufficient observations exist for new problems, and experiments are usually impossible. Therefore, science-based support for addressing such new class of problems needs to replace the traditional “deterministic predictions” analysis by new methods and tools for designing decisions that are robust against the involved uncertainties and risks. The new methods treat uncertainties explicitly by using “synthetic” information derived by integration of “hard” elements, including available data, results of possible experiments, and formal representations of scientific facts, with “soft” elements based on diverse representations of scenarios and opinions of public, stakeholders, and experts. The volume presents such effective new methods, and illustrates their applications in different problem areas, including engineering, economy, finance, agriculture, environment, and policy making.
Author : Onesimo Hernandez-Lerma
Publisher : Springer Science & Business Media
ISBN 13 : 1461205611
Total Pages : 286 pages
Book Rating : 4.4/5 (612 download)
Download or read book Further Topics on Discrete-Time Markov Control Processes written by Onesimo Hernandez-Lerma and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: Devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes, the text is mainly confined to MCPs with Borel state and control spaces. Although the book follows on from the author's earlier work, an important feature of this volume is that it is self-contained and can thus be read independently of the first. The control model studied is sufficiently general to include virtually all the usual discrete-time stochastic control models that appear in applications to engineering, economics, mathematical population processes, operations research, and management science.
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ISBN 13 :
Total Pages : 978 pages
Book Rating : 4.X/5 (4 download)
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1975 with total page 978 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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ISBN 13 :
Total Pages : 506 pages
Book Rating : 4.3/5 (91 download)
Download or read book Applicationes Mathematicae written by and published by . This book was released on 1995 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Dorota Świątek
Publisher : Springer Science & Business Media
ISBN 13 : 3642190596
Total Pages : 146 pages
Book Rating : 4.6/5 (421 download)
Download or read book Modelling of Hydrological Processes in the Narew Catchment written by Dorota Świątek and published by Springer Science & Business Media. This book was released on 2011-09-06 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since climate and land use strongly affect the runoff pattern and intensity of solute export, it is likely that some observations and conclusions formulated on the basis of investigations carried out in forested catchment may not be fully adequate to describe controls on solute export from agricultural watersheds. The primary objective of the present research is to better understand the flow paths that affect the fluxes of dissolved compounds from a small agricultural catchment during snowmelt. This book focuses on spring snowmelt, because this is the dominant hydrological event in many moderate and high latitude catchments and, thus, is regarded as a prominent factor influencing the quality of surface waters
