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Author : G. Feichtinger
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (77 download)
Download or read book Optimal Control Theory and Economic Analysis written by G. Feichtinger and published by . This book was released on 1982 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Michael R. Caputo
Publisher : Cambridge University Press
ISBN 13 : 1107717639
Total Pages : 632 pages
Book Rating : 4.1/5 (77 download)
Download or read book Foundations of Dynamic Economic Analysis written by Michael R. Caputo and published by Cambridge University Press. This book was released on 2005-01-10 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt: Foundations of Dynamic Economic Analysis presents a modern and thorough exposition of the fundamental mathematical formalism used to study optimal control theory, i.e., continuous time dynamic economic processes, and to interpret dynamic economic behavior. The style of presentation, with its continual emphasis on the economic interpretation of mathematics and models, distinguishes it from several other excellent texts on the subject. This approach is aided dramatically by introducing the dynamic envelope theorem and the method of comparative dynamics early in the exposition. Accordingly, motivated and economically revealing proofs of the transversality conditions come about by use of the dynamic envelope theorem. Furthermore, such sequencing of the material naturally leads to the development of the primal-dual method of comparative dynamics and dynamic duality theory, two modern approaches used to tease out the empirical content of optimal control models. The stylistic approach ultimately draws attention to the empirical richness of optimal control theory, a feature missing in virtually all other textbooks of this type.
Author : Michael Ralph Caputo
Publisher : Cambridge University Press
ISBN 13 : 9780521603683
Total Pages : 596 pages
Book Rating : 4.6/5 (36 download)
Download or read book Foundations of Dynamic Economic Analysis written by Michael Ralph Caputo and published by Cambridge University Press. This book was released on 2005-01-17 with total page 596 pages. Available in PDF, EPUB and Kindle. Book excerpt: Foundations of Dynamic Economic Analysis presents a modern and thorough exposition of the fundamental mathematical formalism used to study optimal control theory, i.e., continuous time dynamic economic processes, and to interpret dynamic economic behavior. The style of presentation, with its continual emphasis on the economic interpretation of mathematics and models, distinguishes it from several other excellent texts on the subject. This approach is aided dramatically by introducing the dynamic envelope theorem and the method of comparative dynamics early in the exposition. Accordingly, motivated and economically revealing proofs of the transversality conditions come about by use of the dynamic envelope theorem. Furthermore, such sequencing of the material naturally leads to the development of the primal-dual method of comparative dynamics and dynamic duality theory, two modern approaches used to tease out the empirical content of optimal control models. The stylistic approach ultimately draws attention to the empirical richness of optimal control theory, a feature missing in virtually all other textbooks of this type.
Author : Thomas A. Weber
Publisher : MIT Press
ISBN 13 : 0262015730
Total Pages : 387 pages
Book Rating : 4.2/5 (62 download)
Download or read book Optimal Control Theory with Applications in Economics written by Thomas A. Weber and published by MIT Press. This book was released on 2011-09-30 with total page 387 pages. Available in PDF, EPUB and Kindle. Book excerpt: A rigorous introduction to optimal control theory, with an emphasis on applications in economics. This book bridges optimal control theory and economics, discussing ordinary differential equations, optimal control, game theory, and mechanism design in one volume. Technically rigorous and largely self-contained, it provides an introduction to the use of optimal control theory for deterministic continuous-time systems in economics. The theory of ordinary differential equations (ODEs) is the backbone of the theory developed in the book, and chapter 2 offers a detailed review of basic concepts in the theory of ODEs, including the solution of systems of linear ODEs, state-space analysis, potential functions, and stability analysis. Following this, the book covers the main results of optimal control theory, in particular necessary and sufficient optimality conditions; game theory, with an emphasis on differential games; and the application of control-theoretic concepts to the design of economic mechanisms. Appendixes provide a mathematical review and full solutions to all end-of-chapter problems. The material is presented at three levels: single-person decision making; games, in which a group of decision makers interact strategically; and mechanism design, which is concerned with a designer's creation of an environment in which players interact to maximize the designer's objective. The book focuses on applications; the problems are an integral part of the text. It is intended for use as a textbook or reference for graduate students, teachers, and researchers interested in applications of control theory beyond its classical use in economic growth. The book will also appeal to readers interested in a modeling approach to certain practical problems involving dynamic continuous-time models.
Author : Gustav Feichtinger
Publisher : North-Holland
ISBN 13 :
Total Pages : 372 pages
Book Rating : 4.F/5 ( download)
Download or read book Optimal Control Theory and Economic Analysis 3 written by Gustav Feichtinger and published by North-Holland. This book was released on 1988 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimal control theory is a powerful instrument in the analysis of intertemporal economic decision processes. This book provides a survey of control-theoretic applications in economics, management science, and operations research. Among the subjects covered are optimal cyclical policies in control models, new theoretical developments in optimal control and differential games, models on the dynamics of the firm, and various applications of optimal control theory to economic problems.
Author : Gustav Feichtinger
Publisher : North Holland
ISBN 13 :
Total Pages : 696 pages
Book Rating : 4.F/5 ( download)
Download or read book Optimal Control Theory and Economic Analysis 2 written by Gustav Feichtinger and published by North Holland. This book was released on 1985 with total page 696 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Betrachtungen eines Laien ueber die Confessionen mit spezieller Ruecksicht auf die augsburgische Confession written by and published by . This book was released on 1873 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Suresh P. Sethi
Publisher : Taylor & Francis US
ISBN 13 : 9780387280929
Total Pages : 536 pages
Book Rating : 4.2/5 (89 download)
Download or read book Optimal Control Theory written by Suresh P. Sethi and published by Taylor & Francis US. This book was released on 2006 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimal control methods are used to determine optimal ways to control a dynamic system. The theoretical work in this field serves as a foundation for the book, which the authors have applied to business management problems developed from their research and classroom instruction. Sethi and Thompson have provided management science and economics communities with a thoroughly revised edition of their classic text on Optimal Control Theory. The new edition has been completely refined with careful attention to the text and graphic material presentation. Chapters cover a range of topics including finance, production and inventory problems, marketing problems, machine maintenance and replacement, problems of optimal consumption of natural resources, and applications of control theory to economics. The book contains new results that were not available when the first edition was published, as well as an expansion of the material on stochastic optimal control theory.
Author : Daniel Léonard
Publisher : Cambridge University Press
ISBN 13 : 9780521337465
Total Pages : 372 pages
Book Rating : 4.3/5 (374 download)
Download or read book Optimal Control Theory and Static Optimization in Economics written by Daniel Léonard and published by Cambridge University Press. This book was released on 1992-01-31 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimal control theory is a technique being used increasingly by academic economists to study problems involving optimal decisions in a multi-period framework. This textbook is designed to make the difficult subject of optimal control theory easily accessible to economists while at the same time maintaining rigour. Economic intuitions are emphasized, and examples and problem sets covering a wide range of applications in economics are provided to assist in the learning process. Theorems are clearly stated and their proofs are carefully explained. The development of the text is gradual and fully integrated, beginning with simple formulations and progressing to advanced topics such as control parameters, jumps in state variables, and bounded state space. For greater economy and elegance, optimal control theory is introduced directly, without recourse to the calculus of variations. The connection with the latter and with dynamic programming is explained in a separate chapter. A second purpose of the book is to draw the parallel between optimal control theory and static optimization. Chapter 1 provides an extensive treatment of constrained and unconstrained maximization, with emphasis on economic insight and applications. Starting from basic concepts, it derives and explains important results, including the envelope theorem and the method of comparative statics. This chapter may be used for a course in static optimization. The book is largely self-contained. No previous knowledge of differential equations is required.
Author : Carlo Carraro
Publisher : Springer Science & Business Media
ISBN 13 : 9400934955
Total Pages : 355 pages
Book Rating : 4.4/5 (9 download)
Download or read book Developments of Control Theory for Economic Analysis written by Carlo Carraro and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 355 pages. Available in PDF, EPUB and Kindle. Book excerpt: Giovanni Castellani Rector of the University of Venice This book contains the Proceedings of the Conference on "Economic Policy and Control Theory" which was held at the University of Venice (Italy) on 27 January-l February 1985. The goal of the Conference was to survey the main developments of control theory in economics, by emphasizing particularly new achievements in the analysis of dynamic economic models by con trol methods. The development of control theory is strictly related to the development of science and technology in the last forty years. Control theory was indeed applied mainly in engineering, and only in the sixties economists started using control methods for analys ing economic problems, even if some preliminary economic applica tions of calculus of variations, from which control theory was then developed, date back to the twenties. Applications of control theory in economics also had to solve new, complicated, problems, like those encountered in optimal growth models, or like the determination of the appropriate inter temporal social welfare function, of the policy horizon and the relative final state of the system, of the appropriate discount factor. Furthermore, the uncertainty characterizing economic models had to be taken into account, thus giving rise to the development of stochastic control theory in economics.
Author : Gustav Feichtinger
Publisher :
ISBN 13 : 9780044876885
Total Pages : 0 pages
Book Rating : 4.8/5 (768 download)
Download or read book Optimal Control Theory and Economic Analysis 2 written by Gustav Feichtinger and published by . This book was released on 1985 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Donald E. Kirk
Publisher : Courier Corporation
ISBN 13 : 0486135071
Total Pages : 466 pages
Book Rating : 4.4/5 (861 download)
Download or read book Optimal Control Theory written by Donald E. Kirk and published by Courier Corporation. This book was released on 2012-04-26 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt: Upper-level undergraduate text introduces aspects of optimal control theory: dynamic programming, Pontryagin's minimum principle, and numerical techniques for trajectory optimization. Numerous figures, tables. Solution guide available upon request. 1970 edition.
Author : Masanao Aoki
Publisher : North Holland
ISBN 13 : 9780720486032
Total Pages : 400 pages
Book Rating : 4.4/5 (86 download)
Download or read book Optimal Control and System Theory in Dynamic Economic Analysis written by Masanao Aoki and published by North Holland. This book was released on 1976-01-01 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Morton I. Kamien
Publisher : Courier Corporation
ISBN 13 : 0486310280
Total Pages : 402 pages
Book Rating : 4.4/5 (863 download)
Download or read book Dynamic Optimization, Second Edition written by Morton I. Kamien and published by Courier Corporation. This book was released on 2013-04-17 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since its initial publication, this text has defined courses in dynamic optimization taught to economics and management science students. The two-part treatment covers the calculus of variations and optimal control. 1998 edition.
Author : R. Gamkrelidze
Publisher : Springer Science & Business Media
ISBN 13 : 1468473980
Total Pages : 180 pages
Book Rating : 4.4/5 (684 download)
Download or read book Principles of Optimal Control Theory written by R. Gamkrelidze and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the late 1950's, the group of Soviet mathematicians consisting of L. S. Pontryagin, V. G. Boltyanskii, R. V. Gamkrelidze, and E. F. Mishchenko made fundamental contributions to optimal control theory. Much of their work was collected in their monograph, The Mathematical Theory of Optimal Processes. Subsequently, Professor Gamkrelidze made further important contributions to the theory of necessary conditions for problems of optimal control and general optimization problems. In the present monograph, Professor Gamkrelidze presents his current view of the fundamentals of optimal control theory. It is intended for use in a one-semester graduate course or advanced undergraduate course. We are now making these ideas available in English to all those interested in optimal control theory. West Lafayette, Indiana, USA Leonard D. Berkovitz Translation Editor Vll Preface This book is based on lectures I gave at the Tbilisi State University during the fall of 1974. It contains, in essence, the principles of general control theory and proofs of the maximum principle and basic existence theorems of optimal control theory. Although the proofs of the basic theorems presented here are far from being the shortest, I think they are fully justified from the conceptual view point. In any case, the notions we introduce and the methods developed have one unquestionable advantage -they are constantly used throughout control theory, and not only for the proofs of the theorems presented in this book.
Author : Jason L. Speyer
Publisher : SIAM
ISBN 13 : 0898716942
Total Pages : 316 pages
Book Rating : 4.8/5 (987 download)
Download or read book Primer on Optimal Control Theory written by Jason L. Speyer and published by SIAM. This book was released on 2010-05-13 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: A rigorous introduction to optimal control theory, which will enable engineers and scientists to put the theory into practice.
Author : Daniel Léonard
Publisher : Cambridge University Press
ISBN 13 : 1107717175
Total Pages : 385 pages
Book Rating : 4.1/5 (77 download)
Download or read book Optimal Control Theory and Static Optimization in Economics written by Daniel Léonard and published by Cambridge University Press. This book was released on 1992-01-31 with total page 385 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimal control theory is a technique being used increasingly by academic economists to study problems involving optimal decisions in a multi-period framework. This textbook is designed to make the difficult subject of optimal control theory easily accessible to economists while at the same time maintaining rigour. Economic intuitions are emphasized, and examples and problem sets covering a wide range of applications in economics are provided to assist in the learning process. Theorems are clearly stated and their proofs are carefully explained. The development of the text is gradual and fully integrated, beginning with simple formulations and progressing to advanced topics such as control parameters, jumps in state variables, and bounded state space. For greater economy and elegance, optimal control theory is introduced directly, without recourse to the calculus of variations. The connection with the latter and with dynamic programming is explained in a separate chapter. A second purpose of the book is to draw the parallel between optimal control theory and static optimization. Chapter 1 provides an extensive treatment of constrained and unconstrained maximization, with emphasis on economic insight and applications. Starting from basic concepts, it derives and explains important results, including the envelope theorem and the method of comparative statics. This chapter may be used for a course in static optimization. The book is largely self-contained. No previous knowledge of differential equations is required.
