Author: David H. JacobsonPublisher: Elsevier Publishing Company
ISBN:
Category : Mathematics
Languages : en
Pages : 232
Book Description
Differential Dynamic Programming
Author: David H. JacobsonPublisher: Elsevier Publishing Company
ISBN:
Category : Mathematics
Languages : en
Pages : 232
Book Description
A Study of Differential Dynamic Programming for Optimal Control
Author: Tshen-Chan LinPublisher:
ISBN:
Category : Structural control (Engineering)
Languages : en
Pages : 536
Book Description
Dynamic Programming and Partial Differential Equations
Author: Edward AngelPublisher:
ISBN:
Category : Differential equations, Partial
Languages : en
Pages : 232
Book Description
Dynamic programming and partial differential equations.
Dynamic Optimization, Second Edition
Author: Morton I. KamienPublisher: Courier Corporation
ISBN: 0486310280
Category : Mathematics
Languages : en
Pages : 402
Book Description
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.
Differential Dynamic Programming for the Efficient Solution of Optimal Control Problems
Author: Daniel Matthys MurrayPublisher:
ISBN:
Category : Control theory
Languages : en
Pages : 416
Book Description
Applied Dynamic Programming
Author: Richard E. BellmanPublisher: Princeton University Press
ISBN: 1400874653
Category : Computers
Languages : en
Pages : 389
Book Description
This comprehensive study of dynamic programming applied to numerical solution of optimization problems. It will interest aerodynamic, control, and industrial engineers, numerical analysts, and computer specialists, applied mathematicians, economists, and operations and systems analysts. Originally published in 1962. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.
Dynamic Programming and Partial Differential Equations
Author: AngelPublisher: Academic Press
ISBN: 0080955975
Category : Computers
Languages : en
Pages : 220
Book Description
Dynamic Programming and Partial Differential Equations
LQ Dynamic Optimization and Differential Games
Author: Jacob EngwerdaPublisher: John Wiley & Sons
ISBN: 9780470015247
Category : Business & Economics
Languages : en
Pages : 514
Book Description
Game theory is the theory of social situations, and the majority of research into the topic focuses on how groups of people interact by developing formulas and algorithms to identify optimal strategies and to predict the outcome of interactions. Only fifty years old, it has already revolutionized economics and finance, and is spreading rapidly to a wide variety of fields. LQ Dynamic Optimization and Differential Games is an assessment of the state of the art in its field and the first modern book on linear-quadratic game theory, one of the most commonly used tools for modelling and analysing strategic decision making problems in economics and management. Linear quadratic dynamic models have a long tradition in economics, operations research and control engineering; and the author begins by describing the one-decision maker LQ dynamic optimization problem before introducing LQ differential games. Covers cooperative and non-cooperative scenarios, and treats the standard information structures (open-loop and feedback). Includes real-life economic examples to illustrate theoretical concepts and results. Presents problem formulations and sound mathematical problem analysis. Includes exercises and solutions, enabling use for self-study or as a course text. Supported by a website featuring solutions to exercises, further examples and computer code for numerical examples. LQ Dynamic Optimization and Differential Games offers a comprehensive introduction to the theory and practice of this extensively used class of economic models, and will appeal to applied mathematicians and econometricians as well as researchers and senior undergraduate/graduate students in economics, mathematics, engineering and management science.
Advantages of Differential Dynamic Programming Over Newtonś Method for Discrete-time Optimal Control Problems
Author: Li-zhi LiaoPublisher:
ISBN:
Category : Control theory
Languages : en
Pages : 42
Book Description
Author: Hans-Ove Jonsson